+486.6%
CRS vs ESI
+198.2%
+288.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -1.9% | -2.3% |
| 7D | +4.8% | +5.5% | -0.8% | +2.0% |
| 30D | -23.2% | -7.8% | -15.4% | -19.3% |
| 3M | -45.5% | -15.0% | -30.5% | -40.6% |
| 6M | -33.1% | -24.9% | -8.2% | -23.1% |
| YTD | -7.2% | +33.2% | -40.4% | -22.6% |
| 1Y | -10.0% | +24.9% | -35.0% | -22.6% |
| 3Y | +332.3% | +77.8% | +254.6% | +203.0% |
| 5Y | +801.9% | +37.1% | +764.7% | +619.5% |
| 10Y | +820.9% | +320.5% | +500.4% | +342.9% |
| All | +486.6% | +198.2% | +288.4% | +236.8% |
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