+2,025.1%
CLS vs ESI
+197.1%
+1,827.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +5.1% | +2.7% | +5.6% |
| 7D | -10.6% | -3.5% | -7.1% | -8.7% |
| 30D | -38.4% | -9.3% | -29.2% | -35.0% |
| 3M | -29.9% | -12.8% | -17.1% | -24.4% |
| 6M | -40.6% | -24.6% | -16.0% | -31.9% |
| YTD | -24.6% | +32.7% | -57.3% | -31.3% |
| 1Y | -30.8% | +20.3% | -51.1% | -34.1% |
| 3Y | +811.7% | +80.2% | +731.5% | +659.5% |
| 5Y | +1,838.4% | +40.0% | +1,798.5% | +1,642.9% |
| 10Y | +1,751.5% | +310.8% | +1,440.7% | +1,116.9% |
| All | +2,025.1% | +197.1% | +1,827.9% | +1,293.1% |
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 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