+20.4%
CP vs ESI
+39.5%
-19.1%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | +2.4% | +5.4% | -3.0% | +1.8% |
| 30D | -0.5% | -4.2% | +3.7% | -0.1% |
| 3M | +1.4% | -9.6% | +11.0% | +1.8% |
| 6M | +10.3% | +18.3% | -8.0% | +3.3% |
| YTD | +24.3% | +45.8% | -21.5% | +10.3% |
| 1Y | +20.4% | +39.2% | -18.7% | +7.8% |
| All | +20.4% | +39.5% | -19.1% | +7.8% |
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