+30.1%
CB vs ESI
+16.5%
+13.6%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -1.5% |
| 7D | +0.2% | -8.5% | +8.8% | -0.8% |
| 30D | +9.1% | -15.7% | +24.7% | +7.1% |
| 3M | +3.4% | -18.2% | +21.7% | +1.3% |
| 6M | +14.1% | -28.8% | +42.9% | +10.6% |
| YTD | +18.0% | +26.3% | -8.2% | +17.4% |
| 1Y | +30.1% | +18.2% | +11.9% | +29.3% |
| All | +30.1% | +16.5% | +13.6% | +29.3% |
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