+855.8%
CRS vs ESI
+224.6%
+631.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.9% | -1.3% | +0.1% |
| 7D | -0.2% | +3.3% | -3.6% | -2.0% |
| 30D | -16.6% | -5.9% | -10.8% | -14.1% |
| 3M | -3.5% | -14.1% | +10.6% | +3.5% |
| 6M | +15.4% | +6.6% | +8.9% | +9.3% |
| YTD | +51.2% | +45.0% | +6.2% | +20.4% |
| 1Y | +98.3% | +41.5% | +56.8% | +59.4% |
| 3Y | +651.5% | +78.8% | +572.8% | +423.7% |
| 5Y | +1,411.1% | +70.9% | +1,340.2% | +972.1% |
| 10Y | +1,424.3% | +317.1% | +1,107.3% | +618.1% |
| All | +855.8% | +224.6% | +631.1% | +424.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling