+103.8%
CCI vs ESI
+198.2%
-94.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.4% |
| 7D | +2.5% | +5.5% | -3.0% | +1.8% |
| 30D | +14.4% | -7.8% | +22.2% | +15.2% |
| 3M | +21.7% | -15.0% | +36.7% | +23.5% |
| 6M | +4.0% | -24.9% | +28.9% | +6.5% |
| YTD | +6.2% | +33.2% | -27.0% | 0.0% |
| 1Y | +5.4% | +24.9% | -19.5% | 0.0% |
| 3Y | +11.7% | +77.8% | -66.0% | -0.8% |
| 5Y | -35.6% | +37.1% | -72.8% | -41.5% |
| 10Y | +68.7% | +320.5% | -251.8% | +29.9% |
| All | +103.8% | +198.2% | -94.4% | +68.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling