+668.9%
ES vs CRL
+1,505.2%
-836.3%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.1% | +6.1% | +2.7% |
| 7D | +5.9% | -16.8% | +22.7% | +8.6% |
| 30D | +10.2% | +2.6% | +7.6% | +9.4% |
| 3M | +0.4% | +20.1% | -19.7% | -2.8% |
| 6M | +6.9% | +68.8% | -62.0% | -2.2% |
| YTD | +10.5% | +56.9% | -46.4% | +1.5% |
| 1Y | +3.2% | +86.7% | -83.5% | -7.9% |
| 3Y | +49.0% | +72.1% | -23.0% | +30.7% |
| 5Y | +4.5% | -16.6% | +21.0% | +0.4% |
| 10Y | +92.3% | +359.0% | -266.7% | +38.4% |
| All | +668.9% | +1,505.2% | -836.3% | +371.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling