+60.4%
CF vs ESI
+64.8%
-4.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -8.0% | +14.2% | +5.8% |
| 7D | +0.4% | -13.1% | +13.5% | -0.2% |
| 30D | +2.2% | -18.5% | +20.7% | +1.4% |
| 3M | +2.1% | -19.6% | +21.7% | +1.4% |
| 6M | -6.5% | -29.8% | +23.2% | -7.0% |
| YTD | +55.6% | +23.9% | +31.7% | +47.5% |
| 1Y | +42.3% | +15.0% | +27.3% | +36.1% |
| All | +60.4% | +64.8% | -4.4% | +37.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling