+336.4%
CF vs ESI
+224.6%
+111.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.9% | -6.2% | -4.2% |
| 7D | +6.0% | +3.3% | +2.7% | +4.8% |
| 30D | +14.8% | -5.9% | +20.7% | +16.6% |
| 3M | +14.1% | -14.1% | +28.1% | +17.5% |
| 6M | +28.5% | +6.6% | +22.0% | +19.8% |
| YTD | +74.9% | +45.0% | +29.9% | +45.2% |
| 1Y | +61.7% | +41.5% | +20.2% | +34.4% |
| 3Y | +80.3% | +78.8% | +1.6% | +31.5% |
| 5Y | +226.0% | +70.9% | +155.1% | +132.7% |
| 10Y | +569.9% | +317.1% | +252.8% | +225.3% |
| All | +336.4% | +224.6% | +111.8% | +116.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling