+327.7%
CI vs ESI
+182.6%
+145.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.9% | -4.5% | -3.0% |
| 7D | -1.6% | -8.5% | +7.0% | -0.1% |
| 30D | +5.4% | -15.7% | +21.1% | +8.3% |
| 3M | +7.3% | -18.2% | +25.5% | +10.5% |
| 6M | +5.3% | -28.8% | +34.1% | +10.4% |
| YTD | +8.5% | +26.3% | -17.8% | +0.1% |
| 1Y | +17.1% | +18.2% | -1.1% | +9.4% |
| 3Y | +1.4% | +68.1% | -66.7% | -14.5% |
| 5Y | +50.5% | +28.8% | +21.7% | +32.1% |
| 10Y | +168.5% | +329.8% | -161.3% | +77.1% |
| All | +327.7% | +182.6% | +145.0% | +220.5% |
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