+612.8%
CRS vs ESI
+73.2%
+539.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.5% | +2.3% | +0.1% |
| 7D | -4.1% | -2.3% | -1.8% | -3.0% |
| 30D | -16.6% | -9.0% | -7.5% | -12.5% |
| 3M | -14.3% | -13.3% | -1.0% | -8.7% |
| 6M | +11.6% | +5.3% | +6.3% | +5.5% |
| YTD | +42.6% | +37.6% | +5.0% | +13.8% |
| 1Y | +81.8% | +33.6% | +48.2% | +46.9% |
| All | +612.8% | +73.2% | +539.6% | +354.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ESI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling