+82.9%
ES vs CRL
+386.8%
-303.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +7.8% | -10.7% | -4.1% |
| 7D | +1.9% | -6.1% | +8.0% | +2.6% |
| 30D | +7.1% | +12.4% | -5.3% | +4.7% |
| 3M | -1.9% | +27.1% | -29.1% | -6.2% |
| 6M | +4.4% | +85.7% | -81.4% | -6.7% |
| YTD | +7.3% | +69.2% | -61.9% | -3.3% |
| 1Y | +2.1% | +97.5% | -95.4% | -10.6% |
| 3Y | +41.8% | +86.1% | -44.2% | +20.6% |
| 5Y | +1.4% | -10.0% | +11.5% | -2.4% |
| All | +82.9% | +386.8% | -303.8% | +33.2% |
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