+838.1%
CLS vs ESI
+79.1%
+759.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.7% | -4.8% |
| 7D | +16.3% | +5.5% | +10.8% | +11.1% |
| 30D | -25.7% | -7.8% | -17.9% | -19.1% |
| 3M | -30.9% | -15.0% | -15.9% | -19.2% |
| 6M | -35.5% | -24.9% | -10.6% | -17.2% |
| YTD | -18.7% | +33.2% | -51.9% | -36.5% |
| 1Y | -17.9% | +24.9% | -42.8% | -31.8% |
| 3Y | +838.1% | +77.8% | +760.3% | +481.1% |
| All | +838.1% | +79.1% | +759.0% | +481.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling