+304.9%
ESI vs CRL
+353.6%
-48.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | +0.3% |
| 7D | -6.6% | -1.7% | -4.9% | -5.9% |
| 30D | -9.8% | +14.6% | -24.4% | -15.1% |
| 3M | -11.9% | +24.8% | -36.8% | -20.4% |
| 6M | -25.1% | +94.7% | -119.8% | -45.2% |
| YTD | +31.9% | +73.4% | -41.5% | +0.6% |
| 1Y | +19.2% | +104.7% | -85.5% | -15.5% |
| 3Y | +76.2% | +101.1% | -24.9% | +15.7% |
| 5Y | +39.4% | -10.8% | +50.2% | +31.6% |
| 10Y | +304.9% | +358.8% | -53.9% | +51.8% |
| All | +304.9% | +353.6% | -48.7% | +51.8% |
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