+226.4%
ESI vs CRL
+484.9%
-258.5%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.2% | +1.7% |
| 7D | +5.4% | -0.6% | +5.9% | +5.5% |
| 30D | -4.2% | +5.0% | -9.2% | -6.4% |
| 3M | -9.6% | +50.6% | -60.2% | -25.5% |
| 6M | +18.3% | +60.9% | -42.6% | -6.8% |
| YTD | +45.8% | +40.7% | +5.1% | +21.6% |
| 1Y | +39.2% | +73.3% | -34.2% | +4.9% |
| 3Y | +86.3% | +40.6% | +45.7% | +43.1% |
| 5Y | +76.2% | -37.0% | +113.2% | +92.8% |
| 10Y | +306.8% | +244.3% | +62.5% | +62.9% |
| All | +226.4% | +484.9% | -258.5% | +28.8% |
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 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