+68.1%
ESI vs CAPR
+214.7%
-146.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.7% | -2.7% | +1.9% |
| 7D | -8.5% | +41.1% | -49.6% | -8.9% |
| 30D | -15.7% | +11.1% | -26.8% | -15.8% |
| 3M | -18.2% | +115.3% | -133.6% | -19.2% |
| 6M | -28.8% | -73.8% | +45.0% | -28.3% |
| YTD | +26.3% | -68.8% | +95.1% | +26.8% |
| 1Y | +18.2% | +43.3% | -25.1% | +13.9% |
| 3Y | +68.1% | +214.7% | -146.6% | +50.4% |
| All | +68.1% | +214.7% | -146.6% | +50.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling