+39.9%
CL vs ESI
+28.5%
+11.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.1% | -2.2% |
| 7D | +1.3% | -8.5% | +9.9% | +1.4% |
| 30D | +11.4% | -15.7% | +27.0% | +11.6% |
| 3M | +4.4% | -18.2% | +22.7% | +4.7% |
| 6M | +10.8% | -28.8% | +39.6% | +11.4% |
| YTD | +25.1% | +26.3% | -1.1% | +21.0% |
| 1Y | +28.0% | +18.2% | +9.7% | +24.2% |
| 3Y | +37.6% | +68.1% | -30.5% | +26.0% |
| All | +39.9% | +28.5% | +11.4% | +31.4% |
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