+0.7%
CCI vs ESI
+21.7%
-21.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.9% | +0.6% |
| 7D | -1.4% | +8.3% | -9.7% | -0.9% |
| 30D | +12.7% | -10.4% | +23.2% | +12.2% |
| 3M | +23.0% | -13.2% | +36.2% | +22.2% |
| 6M | +0.6% | -23.9% | +24.5% | -0.2% |
| YTD | +4.9% | +34.2% | -29.3% | -5.9% |
| 1Y | +0.7% | +22.2% | -21.6% | -8.6% |
| All | +0.7% | +21.7% | -21.0% | -8.6% |
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