-35.3%
CLS vs ESI
+19.1%
-54.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +5.1% | +2.7% | +3.3% |
| 7D | -10.6% | -3.5% | -7.1% | -7.0% |
| 30D | -38.4% | -9.3% | -29.2% | -32.0% |
| 3M | -29.9% | -12.8% | -17.1% | -19.8% |
| 6M | -40.6% | -24.6% | -16.0% | -24.7% |
| YTD | -24.6% | +32.7% | -57.3% | -41.3% |
| All | -35.3% | +19.1% | -54.4% | -42.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling