+42.5%
CI vs ESI
+72.3%
-29.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.9% | -4.3% | -1.6% |
| 7D | +1.3% | +3.3% | -2.0% | +1.0% |
| 30D | +4.4% | -5.9% | +10.3% | +5.0% |
| 3M | +0.7% | -14.1% | +14.7% | +1.7% |
| 6M | +0.3% | +6.6% | -6.2% | -1.7% |
| YTD | +3.8% | +45.0% | -41.2% | -2.6% |
| 1Y | -5.5% | +41.5% | -46.9% | -11.2% |
| 3Y | +8.1% | +78.8% | -70.7% | -4.4% |
| All | +42.5% | +72.3% | -29.8% | +21.5% |
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 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