+309.3%
CI vs ESI
+224.6%
+84.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.9% | -4.3% | -1.9% |
| 7D | +1.3% | +3.3% | -2.0% | +0.6% |
| 30D | +4.4% | -5.9% | +10.3% | +5.5% |
| 3M | +0.7% | -14.1% | +14.7% | +2.7% |
| 6M | +0.3% | +6.6% | -6.2% | -2.7% |
| YTD | +3.8% | +45.0% | -41.2% | -6.0% |
| 1Y | -5.5% | +41.5% | -46.9% | -14.2% |
| 3Y | +8.1% | +78.8% | -70.7% | -9.2% |
| 5Y | +42.8% | +70.9% | -28.1% | +18.7% |
| 10Y | +143.9% | +317.1% | -173.2% | +60.2% |
| All | +309.3% | +224.6% | +84.6% | +201.0% |
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