+72.4%
CB vs ESI
+84.3%
-11.9%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.0% | -3.6% | +0.4% |
| 7D | -1.0% | +1.8% | -2.9% | -1.0% |
| 30D | +7.3% | -6.6% | +13.9% | +7.2% |
| 3M | +7.0% | -9.4% | +16.4% | +6.9% |
| 6M | +16.3% | -24.1% | +40.5% | +16.3% |
| YTD | +19.7% | +37.1% | -17.4% | +15.6% |
| 1Y | +27.8% | +24.5% | +3.2% | +24.2% |
| All | +72.4% | +84.3% | -11.9% | +67.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling