+80.2%
ESI vs CRL
+99.4%
-19.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.7% | +0.4% | +3.6% |
| 7D | -3.5% | +4.4% | -7.8% | -4.8% |
| 30D | -9.3% | +17.1% | -26.3% | -13.8% |
| 3M | -12.8% | +32.1% | -44.9% | -20.6% |
| 6M | -24.6% | +98.9% | -123.5% | -41.0% |
| YTD | +32.7% | +77.1% | -44.4% | +7.5% |
| 1Y | +20.3% | +110.3% | -90.0% | -8.2% |
| 3Y | +80.2% | +108.5% | -28.3% | +19.1% |
| All | +80.2% | +99.4% | -19.2% | +19.1% |
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 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