+237.0%
CFG vs ESI
+323.5%
-86.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.1% | -2.2% | +0.1% |
| 7D | +0.3% | -3.5% | +3.7% | +1.8% |
| 30D | +3.2% | -9.3% | +12.5% | +7.9% |
| 3M | -9.7% | -12.8% | +3.1% | -4.4% |
| 6M | +3.6% | -24.6% | +28.2% | +15.9% |
| YTD | +14.7% | +32.7% | -18.1% | -13.1% |
| 1Y | +29.6% | +20.3% | +9.3% | +4.2% |
| 3Y | +190.6% | +80.2% | +110.4% | +72.6% |
| 5Y | +67.1% | +40.0% | +27.1% | +14.8% |
| 10Y | +237.0% | +310.8% | -73.8% | +17.1% |
| All | +237.0% | +323.5% | -86.5% | +17.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling