+17.2%
ES vs CRL
+78.8%
-61.7%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.6% |
| 7D | +0.3% | -1.0% | +1.3% | +0.3% |
| 30D | -2.0% | +10.7% | -12.6% | -2.1% |
| 3M | +1.7% | +55.3% | -53.6% | +0.9% |
| 6M | -3.5% | +60.7% | -64.2% | -4.7% |
| YTD | +7.9% | +44.6% | -36.7% | +6.6% |
| 1Y | +17.2% | +77.7% | -60.6% | +15.0% |
| All | +17.2% | +78.8% | -61.7% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling