+27.2%
CB vs ESI
+19.1%
+8.1%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.1% | -5.6% | +0.2% |
| 7D | -1.5% | -3.5% | +2.0% | -1.8% |
| 30D | +6.5% | -9.3% | +15.8% | +5.5% |
| 3M | +4.1% | -12.8% | +16.9% | +2.7% |
| 6M | +14.4% | -24.6% | +39.0% | +11.5% |
| YTD | +17.5% | +32.7% | -15.2% | +18.4% |
| All | +27.2% | +19.1% | +8.1% | +27.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling