-18.9%
CG vs ESI
+18.3%
-37.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.3% |
| 7D | +2.0% | -6.6% | +8.6% | +3.6% |
| 30D | +8.5% | -9.8% | +18.4% | +10.9% |
| 3M | -12.1% | -11.9% | -0.2% | -9.8% |
| 6M | -16.4% | -25.1% | +8.6% | -11.0% |
| YTD | -28.0% | +31.9% | -59.9% | -42.9% |
| 1Y | -18.9% | +19.2% | -38.1% | -32.2% |
| All | -18.9% | +18.3% | -37.2% | -32.2% |
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 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