+257.6%
CP vs ESI
+323.5%
-65.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.1% | -3.1% | +0.5% |
| 7D | +2.8% | -3.5% | +6.2% | +3.6% |
| 30D | +11.3% | -9.3% | +20.6% | +13.9% |
| 3M | +2.9% | -12.8% | +15.6% | +6.2% |
| 6M | +9.8% | -24.6% | +34.4% | +16.9% |
| YTD | +28.5% | +32.7% | -4.2% | +11.3% |
| 1Y | +33.5% | +20.3% | +13.2% | +19.3% |
| 3Y | +31.9% | +80.2% | -48.3% | -0.6% |
| 5Y | +25.5% | +40.0% | -14.5% | +0.9% |
| 10Y | +257.6% | +310.8% | -53.2% | +77.0% |
| All | +257.6% | +323.5% | -65.9% | +77.0% |
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