+18.0%
CI vs ESI
+27.8%
-9.8%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -4.6% | +8.0% | +3.1% |
| 7D | +3.5% | -6.6% | +10.1% | +3.2% |
| 30D | +12.6% | -10.9% | +23.5% | +12.1% |
| 3M | +12.1% | -13.8% | +25.9% | +11.8% |
| 6M | +10.6% | -21.5% | +32.1% | +10.3% |
| YTD | +12.8% | +34.7% | -21.8% | +6.3% |
| 1Y | +18.0% | +24.9% | -6.9% | +12.2% |
| All | +18.0% | +27.8% | -9.8% | +12.2% |
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