-44.8%
COMP vs ESI
+109.5%
-154.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | -1.8% |
| 7D | +1.4% | +3.3% | -2.0% | -1.4% |
| 30D | -13.3% | -5.9% | -7.5% | -9.5% |
| 3M | +41.1% | -14.1% | +55.2% | +54.2% |
| 6M | +17.2% | +6.6% | +10.6% | +4.0% |
| YTD | +5.2% | +45.0% | -39.8% | -30.8% |
| 1Y | +18.9% | +41.5% | -22.5% | -21.7% |
| 3Y | +215.9% | +78.8% | +137.1% | +55.1% |
| 5Y | -31.2% | +70.9% | -102.1% | -65.2% |
| All | -44.8% | +109.5% | -154.3% | -75.7% |
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