+487.0%
CF vs ESI
+323.5%
+163.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.1% | -5.2% | -1.7% |
| 7D | -0.9% | -3.5% | +2.6% | -0.1% |
| 30D | +6.9% | -9.3% | +16.2% | +9.5% |
| 3M | +4.8% | -12.8% | +17.6% | +8.0% |
| 6M | +4.7% | -24.6% | +29.3% | +11.2% |
| YTD | +56.5% | +32.7% | +23.7% | +28.3% |
| 1Y | +48.4% | +20.3% | +28.1% | +26.3% |
| 3Y | +59.1% | +80.2% | -21.0% | +6.1% |
| 5Y | +109.5% | +40.0% | +69.6% | +51.4% |
| 10Y | +487.0% | +310.8% | +176.2% | +114.7% |
| All | +487.0% | +323.5% | +163.5% | +114.7% |
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