+102.5%
CFG vs ESI
+72.3%
+30.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.0% | -1.5% |
| 7D | +1.5% | +3.3% | -1.8% | -0.1% |
| 30D | -3.8% | -5.9% | +2.0% | -1.2% |
| 3M | +11.5% | -14.1% | +25.6% | +17.2% |
| 6M | +19.2% | +6.6% | +12.6% | +8.8% |
| YTD | +23.7% | +45.0% | -21.3% | -7.0% |
| 1Y | +38.8% | +41.5% | -2.6% | +5.0% |
| 3Y | +178.9% | +78.8% | +100.1% | +75.4% |
| All | +102.5% | +72.3% | +30.2% | +24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling