+157.9%
CG vs ESI
+182.6%
-24.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -1.5% |
| 7D | -1.2% | -8.5% | +7.3% | +2.5% |
| 30D | +5.0% | -15.7% | +20.7% | +12.1% |
| 3M | -18.2% | -18.2% | 0.0% | -12.0% |
| 6M | -20.7% | -28.8% | +8.1% | -10.8% |
| YTD | -31.4% | +26.3% | -57.7% | -41.2% |
| 1Y | -22.3% | +18.2% | -40.5% | -31.5% |
| 3Y | +50.2% | +68.1% | -17.9% | +13.4% |
| 5Y | -22.1% | +28.8% | -50.8% | -34.3% |
| 10Y | +295.5% | +329.8% | -34.3% | +114.3% |
| All | +157.9% | +182.6% | -24.7% | +50.6% |
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