-36.4%
CCI vs ESI
+40.6%
-77.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.9% | +0.9% |
| 7D | -1.4% | +8.3% | -9.7% | -2.3% |
| 30D | +12.7% | -10.4% | +23.2% | +14.0% |
| 3M | +23.0% | -13.2% | +36.2% | +24.6% |
| 6M | +0.6% | -23.9% | +24.5% | +3.0% |
| YTD | +4.9% | +34.2% | -29.3% | -4.9% |
| 1Y | +0.7% | +22.2% | -21.6% | -7.1% |
| 3Y | +10.2% | +79.2% | -69.0% | -12.3% |
| 5Y | -36.4% | +38.1% | -74.6% | -46.7% |
| All | -36.4% | +40.6% | -77.1% | -46.7% |
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