+732.7%
CLS vs ESI
+67.9%
+664.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | -1.2% |
| 7D | -22.2% | -8.5% | -13.6% | -15.3% |
| 30D | -44.4% | -15.7% | -28.7% | -34.6% |
| 3M | -34.3% | -18.2% | -16.1% | -20.5% |
| 6M | -50.1% | -28.8% | -21.2% | -32.9% |
| YTD | -30.1% | +26.3% | -56.3% | -42.9% |
| 1Y | -39.3% | +18.2% | -57.6% | -47.2% |
| 3Y | +732.7% | +68.1% | +664.6% | +442.3% |
| All | +732.7% | +67.9% | +664.8% | +442.3% |
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