+2,944.0%
CLS vs ESI
+307.6%
+2,636.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.6% | +5.1% | +5.3% |
| 7D | +12.8% | +5.4% | +7.4% | +9.5% |
| 30D | +3.8% | -4.2% | +8.0% | +6.9% |
| 3M | -14.6% | -9.6% | -5.0% | -9.5% |
| 6M | +32.2% | +18.3% | +13.9% | +21.6% |
| YTD | +11.6% | +45.8% | -34.2% | -9.7% |
| 1Y | +35.1% | +39.2% | -4.1% | +12.3% |
| 3Y | +1,312.5% | +86.3% | +1,226.3% | +924.6% |
| 5Y | +3,542.1% | +76.2% | +3,465.8% | +2,587.5% |
| 10Y | +2,944.0% | +306.8% | +2,637.2% | +1,455.4% |
| All | +2,944.0% | +307.6% | +2,636.4% | +1,455.4% |
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 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