-9.9%
CCI vs ESI
+82.9%
-92.8%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.2% |
| 7D | +0.2% | +5.4% | -5.2% | 0.0% |
| 30D | +0.5% | -4.2% | +4.7% | +0.6% |
| 3M | -16.3% | -9.6% | -6.7% | -16.4% |
| 6M | -13.9% | +18.3% | -32.3% | -17.1% |
| YTD | -12.4% | +45.8% | -58.3% | -17.7% |
| 1Y | -15.2% | +39.2% | -54.3% | -19.9% |
| 3Y | -9.9% | +86.3% | -96.1% | -29.9% |
| All | -9.9% | +82.9% | -92.8% | -29.9% |
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