+518.2%
CEG vs ESI
+37.5%
+480.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.9% | +2.4% | +3.5% |
| 7D | -4.7% | -8.5% | +3.8% | -1.2% |
| 30D | -16.6% | -15.7% | -0.9% | -10.6% |
| 3M | -4.1% | -18.2% | +14.1% | +3.7% |
| 6M | -22.3% | -28.8% | +6.5% | -12.2% |
| YTD | -28.9% | +26.3% | -55.2% | -38.3% |
| 1Y | -28.5% | +18.2% | -46.7% | -36.1% |
| 3Y | +104.3% | +68.1% | +36.2% | +57.8% |
| All | +518.2% | +37.5% | +480.8% | +375.3% |
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