+362.4%
CFG vs ESI
+50.1%
+312.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.0% | -1.4% |
| 7D | +1.5% | +3.3% | -1.8% | 0.0% |
| 30D | -3.8% | -5.9% | +2.0% | -1.4% |
| 3M | +11.5% | -14.1% | +25.6% | +16.9% |
| 6M | +19.2% | +6.6% | +12.6% | +11.2% |
| YTD | +23.7% | +45.0% | -21.3% | -0.8% |
| 1Y | +38.8% | +41.5% | -2.6% | +12.0% |
| 3Y | +178.9% | +78.8% | +100.1% | +99.0% |
| 5Y | +101.8% | +70.9% | +30.9% | +45.3% |
| 10Y | +317.3% | +317.1% | +0.2% | +108.8% |
| All | +362.4% | +50.1% | +312.3% | +154.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling