+3,542.1%
CLS vs ESI
+77.4%
+3,464.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.6% | +5.1% | +5.2% |
| 7D | +12.8% | +5.4% | +7.4% | +8.4% |
| 30D | +3.8% | -4.2% | +8.0% | +7.8% |
| 3M | -14.6% | -9.6% | -5.0% | -8.3% |
| 6M | +32.2% | +18.3% | +13.9% | +16.8% |
| YTD | +11.6% | +45.8% | -34.2% | -17.6% |
| 1Y | +35.1% | +39.2% | -4.1% | +3.3% |
| 3Y | +1,312.5% | +86.3% | +1,226.3% | +779.9% |
| 5Y | +3,542.1% | +76.2% | +3,465.8% | +2,144.3% |
| All | +3,542.1% | +77.4% | +3,464.6% | +2,144.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling