+1,914.6%
CLS vs ESI
+318.1%
+1,596.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.7% | -4.9% |
| 7D | +16.3% | +5.5% | +10.8% | +12.6% |
| 30D | -25.7% | -7.8% | -17.9% | -20.8% |
| 3M | -30.9% | -15.0% | -15.9% | -22.3% |
| 6M | -35.5% | -24.9% | -10.6% | -22.0% |
| YTD | -18.7% | +33.2% | -51.9% | -29.9% |
| 1Y | -17.9% | +24.9% | -42.8% | -26.3% |
| 3Y | +838.1% | +77.8% | +760.3% | +607.1% |
| 5Y | +1,971.9% | +37.1% | +1,934.8% | +1,644.9% |
| All | +1,914.6% | +318.1% | +1,596.5% | +945.4% |
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