-6.5%
CF vs ESI
-29.0%
+22.5%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -8.0% | +14.2% | +4.5% |
| 7D | +0.4% | -13.1% | +13.5% | -2.1% |
| 30D | +2.2% | -18.5% | +20.7% | -1.4% |
| 3M | +2.1% | -19.6% | +21.7% | -1.3% |
| 6M | -6.5% | -29.8% | +23.2% | -9.7% |
| All | -6.5% | -29.0% | +22.5% | -9.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling