+208.5%
CFG vs ESI
+318.1%
-109.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +1.0% |
| 7D | +3.2% | +5.5% | -2.3% | 0.0% |
| 30D | +5.1% | -7.8% | +12.9% | +8.9% |
| 3M | -11.2% | -15.0% | +3.8% | -4.7% |
| 6M | +9.6% | -24.9% | +34.5% | +22.9% |
| YTD | +15.0% | +33.2% | -18.3% | -13.1% |
| 1Y | +29.9% | +24.9% | +4.9% | +1.9% |
| 3Y | +192.1% | +77.8% | +114.3% | +75.0% |
| 5Y | +62.3% | +37.1% | +25.2% | +13.0% |
| All | +208.5% | +318.1% | -109.5% | +2.5% |
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 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