+250.7%
CP vs ESI
+306.3%
-55.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.4% | -0.1% |
| 7D | +2.8% | -6.6% | +9.4% | +4.7% |
| 30D | +11.0% | -9.8% | +20.9% | +13.9% |
| 3M | +3.8% | -11.9% | +15.8% | +6.8% |
| 6M | +9.5% | -25.1% | +34.6% | +16.8% |
| YTD | +28.2% | +31.9% | -3.7% | +11.2% |
| 1Y | +33.0% | +19.2% | +13.8% | +19.2% |
| 3Y | +35.5% | +76.2% | -40.6% | +3.0% |
| 5Y | +25.8% | +39.4% | -13.6% | +1.3% |
| 10Y | +250.7% | +304.9% | -54.2% | +74.3% |
| All | +250.7% | +306.3% | -55.6% | +74.3% |
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