+34.6%
CP vs ESI
+27.8%
+6.7%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.6% | +8.1% | +3.9% |
| 7D | +5.6% | -6.6% | +12.1% | +6.2% |
| 30D | +10.0% | -10.9% | +21.0% | +11.1% |
| 3M | +4.4% | -13.8% | +18.2% | +5.7% |
| 6M | +14.1% | -21.5% | +35.6% | +16.0% |
| YTD | +29.1% | +34.7% | -5.6% | +13.9% |
| 1Y | +34.6% | +24.9% | +9.7% | +21.5% |
| All | +34.6% | +27.8% | +6.7% | +21.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling