+250.9%
CP vs ESI
+312.6%
-61.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -2.3% |
| 7D | +2.8% | -8.5% | +11.3% | +5.3% |
| 30D | +10.2% | -15.7% | +25.9% | +15.3% |
| 3M | +2.4% | -18.2% | +20.6% | +7.7% |
| 6M | +7.7% | -28.8% | +36.5% | +16.7% |
| YTD | +26.0% | +26.3% | -0.3% | +10.8% |
| 1Y | +34.6% | +18.2% | +16.4% | +20.8% |
| 3Y | +26.7% | +68.1% | -41.4% | -2.4% |
| 5Y | +24.9% | +28.8% | -3.9% | +3.1% |
| All | +250.9% | +312.6% | -61.7% | +77.7% |
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 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