+646.7%
ES vs CRL
+1,630.9%
-984.2%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +7.8% | -10.7% | -4.0% |
| 7D | +1.9% | -6.1% | +8.0% | +2.6% |
| 30D | +7.1% | +12.4% | -5.3% | +4.8% |
| 3M | -1.9% | +27.1% | -29.1% | -5.9% |
| 6M | +4.4% | +85.7% | -81.4% | -5.9% |
| YTD | +7.3% | +69.2% | -61.9% | -2.6% |
| 1Y | +2.1% | +97.5% | -95.4% | -9.6% |
| 3Y | +41.8% | +86.1% | -44.2% | +22.9% |
| 5Y | +1.4% | -10.0% | +11.5% | -3.6% |
| 10Y | +86.8% | +395.0% | -308.2% | +32.9% |
| All | +646.7% | +1,630.9% | -984.2% | +352.2% |
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 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