+76.3%
CL vs ESI
+323.5%
-247.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.1% | -3.7% | +1.0% |
| 7D | +0.5% | -3.5% | +4.0% | +0.7% |
| 30D | +11.6% | -9.3% | +20.8% | +12.2% |
| 3M | +5.6% | -12.8% | +18.4% | +6.4% |
| 6M | +13.2% | -24.6% | +37.8% | +14.9% |
| YTD | +26.9% | +32.7% | -5.8% | +20.8% |
| 1Y | +27.3% | +20.3% | +7.0% | +22.4% |
| 3Y | +39.7% | +80.2% | -40.5% | +25.6% |
| 5Y | +41.3% | +40.0% | +1.4% | +29.7% |
| 10Y | +76.3% | +310.8% | -234.5% | +34.8% |
| All | +76.3% | +323.5% | -247.2% | +34.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling