+2.1%
ES vs CRL
+101.2%
-99.1%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +7.8% | -10.7% | -2.7% |
| 7D | +1.9% | -6.1% | +8.0% | +2.0% |
| 30D | +7.1% | +12.4% | -5.3% | +6.9% |
| 3M | -1.9% | +27.1% | -29.1% | -2.2% |
| 6M | +4.4% | +85.7% | -81.4% | +3.7% |
| YTD | +7.3% | +69.2% | -61.9% | +5.6% |
| 1Y | +2.1% | +97.5% | -95.4% | -1.4% |
| All | +2.1% | +101.2% | -99.1% | -1.4% |
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