+11.8%
CG vs ESI
+72.3%
-60.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.9% | -4.6% | -3.5% |
| 7D | -4.3% | +3.3% | -7.6% | -6.3% |
| 30D | -5.1% | -5.9% | +0.8% | -1.7% |
| 3M | +8.7% | -14.1% | +22.8% | +16.4% |
| 6M | -9.2% | +6.6% | -15.8% | -18.7% |
| YTD | -18.9% | +45.0% | -63.9% | -43.1% |
| 1Y | -25.6% | +41.5% | -67.1% | -47.5% |
| 3Y | +57.3% | +78.8% | -21.5% | -11.4% |
| All | +11.8% | +72.3% | -60.6% | -35.4% |
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