+243.0%
CB vs ESI
+323.5%
-80.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.1% | -5.6% | -1.5% |
| 7D | -1.5% | -3.5% | +2.0% | -0.9% |
| 30D | +6.5% | -9.3% | +15.8% | +8.3% |
| 3M | +4.1% | -12.8% | +16.9% | +6.3% |
| 6M | +14.4% | -24.6% | +39.0% | +19.3% |
| YTD | +17.5% | +32.7% | -15.2% | +3.8% |
| 1Y | +27.5% | +20.3% | +7.2% | +15.5% |
| 3Y | +71.6% | +80.2% | -8.6% | +32.3% |
| 5Y | +100.6% | +40.0% | +60.7% | +63.8% |
| 10Y | +243.0% | +310.8% | -67.8% | +90.0% |
| All | +243.0% | +323.5% | -80.5% | +90.0% |
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