+167.2%
CG vs ESI
+207.0%
-39.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.0% | -5.4% | -3.1% |
| 7D | -3.8% | +1.8% | -5.6% | -4.6% |
| 30D | +7.5% | -6.6% | +14.1% | +9.8% |
| 3M | -14.4% | -9.4% | -5.0% | -11.9% |
| 6M | -15.7% | -24.1% | +8.5% | -7.7% |
| YTD | -29.0% | +37.1% | -66.1% | -41.2% |
| 1Y | -22.1% | +24.5% | -46.6% | -32.8% |
| 3Y | +49.1% | +83.2% | -34.0% | +8.6% |
| 5Y | -18.4% | +44.0% | -62.3% | -34.2% |
| 10Y | +295.1% | +332.8% | -37.7% | +110.4% |
| All | +167.2% | +207.0% | -39.8% | +50.5% |
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 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