+288.0%
CF vs ESI
+177.3%
+110.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -8.0% | +14.2% | +8.6% |
| 7D | +0.4% | -13.1% | +13.5% | +4.4% |
| 30D | +2.2% | -18.5% | +20.7% | +8.0% |
| 3M | +2.1% | -19.6% | +21.7% | +7.7% |
| 6M | -6.5% | -29.8% | +23.2% | +1.0% |
| YTD | +55.6% | +23.9% | +31.7% | +34.1% |
| 1Y | +42.3% | +15.0% | +27.3% | +25.5% |
| 3Y | +55.7% | +64.3% | -8.6% | +14.8% |
| 5Y | +122.4% | +26.3% | +96.1% | +75.4% |
| 10Y | +568.5% | +321.7% | +246.8% | +222.9% |
| All | +288.0% | +177.3% | +110.7% | +99.9% |
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