+1,416.6%
CRS vs ESI
+74.4%
+1,342.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.7% |
| 7D | -0.5% | +3.9% | -4.5% | -2.9% |
| 30D | -18.1% | -3.8% | -14.3% | -16.3% |
| 3M | -12.4% | -13.1% | +0.7% | -6.0% |
| 6M | +15.9% | +11.3% | +4.6% | +4.9% |
| YTD | +45.8% | +44.1% | +1.7% | +9.6% |
| 1Y | +87.8% | +40.3% | +47.4% | +42.6% |
| 3Y | +648.7% | +84.1% | +564.7% | +349.2% |
| 5Y | +1,416.6% | +75.8% | +1,340.8% | +789.6% |
| All | +1,416.6% | +74.4% | +1,342.2% | +789.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling