+218.9%
CB vs ESI
+314.4%
-95.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.9% | -4.9% | -2.6% |
| 7D | +0.5% | +3.3% | -2.8% | -0.3% |
| 30D | -3.1% | -5.9% | +2.8% | -2.0% |
| 3M | +9.0% | -14.1% | +23.0% | +11.3% |
| 6M | +2.9% | +6.6% | -3.7% | -1.7% |
| YTD | +10.1% | +45.0% | -34.9% | -3.5% |
| 1Y | +22.8% | +41.5% | -18.7% | +7.7% |
| 3Y | +73.8% | +78.8% | -5.0% | +37.3% |
| 5Y | +99.2% | +70.9% | +28.3% | +55.3% |
| All | +218.9% | +314.4% | -95.5% | +85.4% |
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