+83.5%
ES vs CRL
+255.5%
-172.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.3% |
| 7D | +0.3% | -1.0% | +1.3% | +0.4% |
| 30D | -2.0% | +10.7% | -12.6% | -3.6% |
| 3M | +1.7% | +55.3% | -53.6% | -5.8% |
| 6M | -3.5% | +60.7% | -64.2% | -11.8% |
| YTD | +7.9% | +44.6% | -36.7% | +0.1% |
| 1Y | +17.2% | +77.7% | -60.6% | +4.2% |
| 3Y | +29.3% | +37.6% | -8.3% | +16.4% |
| 5Y | -5.7% | -35.8% | +30.1% | -2.8% |
| All | +83.5% | +255.5% | -172.0% | +31.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling