+81.7%
ESI vs CRL
+42.4%
+39.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.7% | +4.6% | +3.5% |
| 7D | +3.3% | -1.0% | +4.4% | +3.6% |
| 30D | -5.9% | +10.7% | -16.5% | -9.1% |
| 3M | -14.1% | +55.3% | -69.4% | -26.6% |
| 6M | +6.6% | +60.7% | -54.1% | -11.0% |
| YTD | +45.0% | +44.6% | +0.4% | +25.5% |
| 1Y | +41.5% | +77.7% | -36.3% | +13.4% |
| All | +81.7% | +42.4% | +39.3% | +43.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling