+577.4%
CF vs ESI
+316.2%
+261.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.9% | -6.2% | -4.2% |
| 7D | +6.0% | +3.3% | +2.7% | +4.7% |
| 30D | +14.8% | -5.9% | +20.7% | +16.8% |
| 3M | +14.1% | -14.1% | +28.1% | +17.8% |
| 6M | +28.5% | +6.6% | +22.0% | +18.7% |
| YTD | +74.9% | +45.0% | +29.9% | +41.1% |
| 1Y | +61.7% | +41.5% | +20.2% | +30.6% |
| 3Y | +80.3% | +78.8% | +1.6% | +23.8% |
| 5Y | +226.0% | +70.9% | +155.1% | +116.6% |
| All | +577.4% | +316.2% | +261.2% | +152.1% |
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