+481.0%
CF vs ESI
+306.3%
+174.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +2.8% |
| 7D | +4.8% | -6.6% | +11.4% | +6.7% |
| 30D | +9.7% | -9.8% | +19.5% | +12.5% |
| 3M | +1.2% | -11.9% | +13.2% | +3.9% |
| 6M | +7.4% | -25.1% | +32.5% | +14.3% |
| YTD | +60.5% | +31.9% | +28.6% | +31.9% |
| 1Y | +50.7% | +19.2% | +31.6% | +28.7% |
| 3Y | +64.8% | +76.2% | -11.4% | +11.0% |
| 5Y | +115.8% | +39.4% | +76.4% | +56.1% |
| 10Y | +481.0% | +304.9% | +176.1% | +114.6% |
| All | +481.0% | +306.3% | +174.7% | +114.6% |
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