+39.2%
ESI vs CAPR
+35.6%
+3.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.6% | +4.2% | +0.6% |
| 7D | +5.4% | -9.5% | +14.9% | +5.5% |
| 30D | -4.2% | +121.5% | -125.7% | -4.8% |
| 3M | -9.6% | -65.4% | +55.8% | -9.3% |
| 6M | +18.3% | -67.5% | +85.8% | +18.7% |
| YTD | +45.8% | -68.6% | +114.4% | +46.3% |
| 1Y | +39.2% | +42.7% | -3.5% | +40.5% |
| All | +39.2% | +35.6% | +3.5% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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