+51.2%
CI vs ESI
+36.5%
+14.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +1.0% | +0.3% |
| 7D | +1.2% | +5.5% | -4.4% | +0.8% |
| 30D | +2.6% | -7.8% | +10.3% | +3.0% |
| 3M | +7.4% | -15.0% | +22.4% | +8.6% |
| 6M | -0.1% | -24.9% | +24.8% | +1.8% |
| YTD | +9.7% | +33.2% | -23.5% | +3.4% |
| 1Y | +12.1% | +24.9% | -12.8% | +6.4% |
| 3Y | +7.0% | +77.8% | -70.7% | -6.6% |
| All | +51.2% | +36.5% | +14.7% | +42.7% |
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