+110.3%
CL vs ESI
+177.3%
-67.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -8.0% | +7.9% | +0.5% |
| 7D | +5.9% | -13.1% | +19.0% | +6.9% |
| 30D | +13.8% | -18.5% | +32.3% | +15.2% |
| 3M | +6.4% | -19.6% | +26.0% | +7.8% |
| 6M | +15.6% | -29.8% | +45.4% | +17.8% |
| YTD | +27.9% | +23.9% | +4.0% | +23.6% |
| 1Y | +31.4% | +15.0% | +16.4% | +27.7% |
| 3Y | +41.4% | +64.3% | -23.0% | +31.2% |
| 5Y | +42.8% | +26.3% | +16.4% | +34.7% |
| 10Y | +79.7% | +321.7% | -242.1% | +47.9% |
| All | +110.3% | +177.3% | -67.0% | +85.6% |
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