+24.9%
ESI vs CRL
+85.3%
-60.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -7.3% | +2.6% | -2.6% |
| 7D | -6.6% | -12.8% | +6.2% | -3.1% |
| 30D | -10.9% | +5.0% | -15.9% | -12.0% |
| 3M | -13.8% | +39.4% | -53.2% | -21.6% |
| 6M | -21.5% | +89.4% | -110.9% | -36.3% |
| YTD | +34.7% | +63.6% | -28.9% | +17.2% |
| 1Y | +24.9% | +83.5% | -58.6% | +2.4% |
| All | +24.9% | +85.3% | -60.5% | +2.4% |
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