+190.3%
CFG vs ESI
+80.4%
+110.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.1% |
| 7D | +1.6% | +8.3% | -6.7% | -1.2% |
| 30D | +3.3% | -10.4% | +13.7% | +6.8% |
| 3M | -11.5% | -13.2% | +1.6% | -7.9% |
| 6M | +6.2% | -23.9% | +30.1% | +14.4% |
| YTD | +14.3% | +34.2% | -19.9% | -10.0% |
| 1Y | +26.7% | +22.2% | +4.5% | +4.9% |
| All | +190.3% | +80.4% | +110.0% | +73.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling