+112.0%
CF vs ESI
+28.5%
+83.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.6% |
| 7D | -3.2% | -8.5% | +5.3% | -2.7% |
| 30D | +4.3% | -15.7% | +20.0% | +5.4% |
| 3M | +2.8% | -18.2% | +21.0% | +4.0% |
| 6M | +0.6% | -28.8% | +29.5% | +2.9% |
| YTD | +56.6% | +26.3% | +30.4% | +43.9% |
| 1Y | +49.6% | +18.2% | +31.4% | +39.1% |
| 3Y | +61.5% | +68.1% | -6.6% | +33.6% |
| All | +112.0% | +28.5% | +83.5% | +77.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling