+247.9%
CB vs ESI
+321.1%
-73.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.8% |
| 7D | 0.0% | +8.3% | -8.3% | -1.7% |
| 30D | +7.4% | -10.4% | +17.8% | +9.5% |
| 3M | +8.6% | -13.2% | +21.8% | +11.0% |
| 6M | +16.1% | -23.9% | +40.0% | +20.8% |
| YTD | +20.2% | +34.2% | -14.0% | +5.9% |
| 1Y | +27.2% | +22.2% | +5.0% | +14.7% |
| 3Y | +72.7% | +79.2% | -6.6% | +33.5% |
| 5Y | +105.9% | +38.1% | +67.8% | +69.1% |
| All | +247.9% | +321.1% | -73.2% | +92.0% |
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