+471.5%
CF vs ESI
+323.9%
+147.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.0% | -3.3% | -0.5% |
| 7D | +10.4% | +1.8% | +8.5% | +9.3% |
| 30D | +7.6% | -6.6% | +14.1% | +9.1% |
| 3M | +5.2% | -9.4% | +14.5% | +7.0% |
| 6M | -0.1% | -24.1% | +24.0% | +6.0% |
| YTD | +61.7% | +37.1% | +24.5% | +31.1% |
| 1Y | +50.3% | +24.5% | +25.8% | +26.4% |
| 3Y | +66.0% | +83.2% | -17.2% | +10.3% |
| 5Y | +114.5% | +44.0% | +70.6% | +53.6% |
| 10Y | +471.5% | +332.8% | +138.7% | +86.5% |
| All | +471.5% | +323.9% | +147.6% | +86.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling