+88.1%
CL vs ESI
+224.6%
-136.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.9% | -4.4% | -1.7% |
| 7D | -2.2% | +3.3% | -5.5% | -2.4% |
| 30D | -4.8% | -5.9% | +1.0% | -4.5% |
| 3M | +4.9% | -14.1% | +19.0% | +5.7% |
| 6M | -5.7% | +6.6% | -12.3% | -7.0% |
| YTD | +14.4% | +45.0% | -30.6% | +9.6% |
| 1Y | +8.7% | +41.5% | -32.7% | +4.2% |
| 3Y | +30.0% | +78.8% | -48.8% | +20.4% |
| 5Y | +28.4% | +70.9% | -42.5% | +18.3% |
| 10Y | +50.1% | +317.1% | -267.0% | +23.7% |
| All | +88.1% | +224.6% | -136.5% | +64.6% |
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