+492.2%
COR vs ESI
+318.1%
+174.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.7% | +3.7% | +3.1% |
| 7D | +7.8% | +5.5% | +2.3% | +6.9% |
| 30D | +7.0% | -7.8% | +14.8% | +8.2% |
| 3M | +16.3% | -15.0% | +31.3% | +18.8% |
| 6M | +41.3% | -24.9% | +66.2% | +46.2% |
| YTD | +7.1% | +33.2% | -26.1% | -2.4% |
| 1Y | -0.8% | +24.9% | -25.8% | -8.6% |
| 3Y | +85.0% | +77.8% | +7.2% | +50.9% |
| 5Y | +203.9% | +37.1% | +166.7% | +160.2% |
| All | +492.2% | +318.1% | +174.1% | +276.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling