+71.8%
CB vs ESI
+67.9%
+3.8%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -1.7% |
| 7D | +0.2% | -8.5% | +8.8% | +0.1% |
| 30D | +9.1% | -15.7% | +24.7% | +8.7% |
| 3M | +3.4% | -18.2% | +21.7% | +3.1% |
| 6M | +14.1% | -28.8% | +42.9% | +13.7% |
| YTD | +18.0% | +26.3% | -8.2% | +13.6% |
| 1Y | +30.1% | +18.2% | +11.9% | +25.8% |
| 3Y | +71.8% | +68.1% | +3.7% | +64.4% |
| All | +71.8% | +67.9% | +3.8% | +64.4% |
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