+2,877.6%
CLS vs ESI
+224.6%
+2,653.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.1% | -0.5% |
| 7D | +4.6% | +3.3% | +1.2% | +3.2% |
| 30D | -13.9% | -5.9% | -8.0% | -11.4% |
| 3M | -26.6% | -14.1% | -12.5% | -21.3% |
| 6M | +15.4% | +6.6% | +8.8% | +13.8% |
| YTD | +5.7% | +45.0% | -39.4% | -8.5% |
| 1Y | +41.1% | +41.5% | -0.3% | +23.7% |
| 3Y | +1,228.6% | +78.8% | +1,149.8% | +984.8% |
| 5Y | +3,240.6% | +70.9% | +3,169.8% | +2,659.8% |
| 10Y | +2,760.3% | +317.1% | +2,443.3% | +1,702.1% |
| All | +2,877.6% | +224.6% | +2,653.0% | +1,754.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling