+205.2%
CG vs ESI
+224.6%
-19.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.9% | -4.6% | -2.9% |
| 7D | -4.3% | +3.3% | -7.6% | -5.7% |
| 30D | -5.1% | -5.9% | +0.8% | -2.8% |
| 3M | +8.7% | -14.1% | +22.8% | +14.3% |
| 6M | -9.2% | +6.6% | -15.8% | -14.4% |
| YTD | -18.9% | +45.0% | -63.9% | -33.7% |
| 1Y | -25.6% | +41.5% | -67.1% | -38.8% |
| 3Y | +57.3% | +78.8% | -21.5% | +16.9% |
| 5Y | +10.2% | +70.9% | -60.7% | -16.0% |
| 10Y | +364.2% | +317.1% | +47.1% | +148.5% |
| All | +205.2% | +224.6% | -19.5% | +69.9% |
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 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