+186.1%
COR vs ESI
+72.3%
+113.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.9% | -4.8% | -1.9% |
| 7D | +2.8% | +3.3% | -0.6% | +2.7% |
| 30D | +4.5% | -5.9% | +10.4% | +4.7% |
| 3M | +22.7% | -14.1% | +36.8% | +22.9% |
| 6M | -9.7% | +6.6% | -16.3% | -10.8% |
| YTD | -1.4% | +45.0% | -46.5% | -4.7% |
| 1Y | +13.9% | +41.5% | -27.5% | +10.2% |
| 3Y | +94.0% | +78.8% | +15.2% | +79.9% |
| All | +186.1% | +72.3% | +113.8% | +157.1% |
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 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