+62.0%
CFG vs ESI
+28.5%
+33.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.8% |
| 7D | -0.9% | -8.5% | +7.6% | +2.9% |
| 30D | +1.1% | -15.7% | +16.7% | +8.4% |
| 3M | -12.0% | -18.2% | +6.2% | -4.8% |
| 6M | -2.2% | -28.8% | +26.6% | +10.5% |
| YTD | +11.4% | +26.3% | -14.9% | -12.4% |
| 1Y | +27.8% | +18.2% | +9.6% | +4.3% |
| 3Y | +173.3% | +68.1% | +105.2% | +69.7% |
| All | +62.0% | +28.5% | +33.6% | +16.9% |
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 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