+105.9%
CB vs ESI
+40.6%
+65.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.5% |
| 7D | 0.0% | +8.3% | -8.3% | -0.6% |
| 30D | +7.4% | -10.4% | +17.8% | +8.2% |
| 3M | +8.6% | -13.2% | +21.8% | +9.6% |
| 6M | +16.1% | -23.9% | +40.0% | +18.1% |
| YTD | +20.2% | +34.2% | -14.0% | +11.1% |
| 1Y | +27.2% | +22.2% | +5.0% | +19.3% |
| 3Y | +72.7% | +79.2% | -6.6% | +44.2% |
| 5Y | +105.9% | +38.1% | +67.8% | +91.8% |
| All | +105.9% | +40.6% | +65.3% | +91.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling