-25.8%
CG vs ESI
+39.7%
-65.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.7% | -2.3% |
| 7D | -1.3% | +5.4% | -6.7% | -2.9% |
| 30D | -3.2% | -4.2% | +1.0% | -2.0% |
| 3M | +6.2% | -9.6% | +15.8% | +8.0% |
| 6M | -4.7% | +18.3% | -23.0% | -15.0% |
| YTD | -20.6% | +45.8% | -66.5% | -37.8% |
| All | -25.8% | +39.7% | -65.5% | -41.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling