+291.4%
CP vs ESI
+224.6%
+66.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.6% | -0.5% |
| 7D | -2.7% | +3.3% | -6.0% | -3.6% |
| 30D | +0.2% | -5.9% | +6.0% | +1.7% |
| 3M | +2.6% | -14.1% | +16.7% | +5.7% |
| 6M | +6.0% | +6.6% | -0.6% | +1.6% |
| YTD | +24.9% | +45.0% | -20.1% | +9.1% |
| 1Y | +20.1% | +41.5% | -21.3% | +5.2% |
| 3Y | +16.4% | +78.8% | -62.4% | -6.7% |
| 5Y | +31.7% | +70.9% | -39.1% | +5.0% |
| 10Y | +223.9% | +317.1% | -93.2% | +91.2% |
| All | +291.4% | +224.6% | +66.8% | +174.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling