+246.7%
CB vs ESI
+323.9%
-77.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.0% | -3.6% | -0.5% |
| 7D | -1.0% | +1.8% | -2.9% | -1.5% |
| 30D | +7.3% | -6.6% | +13.9% | +8.4% |
| 3M | +7.0% | -9.4% | +16.4% | +8.4% |
| 6M | +16.3% | -24.1% | +40.5% | +21.2% |
| YTD | +19.7% | +37.1% | -17.4% | +5.1% |
| 1Y | +27.8% | +24.5% | +3.2% | +14.8% |
| 3Y | +72.0% | +83.2% | -11.1% | +32.3% |
| 5Y | +104.9% | +44.0% | +60.9% | +66.3% |
| 10Y | +246.7% | +332.8% | -86.1% | +90.1% |
| All | +246.7% | +323.9% | -77.1% | +90.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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