+224.6%
ESI vs CAPR
-76.5%
+301.1%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.3% | +1.7% | +2.9% |
| 7D | +3.3% | -2.0% | +5.3% | +3.4% |
| 30D | -5.9% | +139.2% | -145.1% | -7.6% |
| 3M | -14.1% | -66.4% | +52.3% | -13.4% |
| 6M | +6.6% | -63.1% | +69.7% | +7.1% |
| YTD | +45.0% | -67.4% | +112.5% | +46.0% |
| 1Y | +41.5% | +58.2% | -16.8% | +32.7% |
| 3Y | +78.8% | +42.2% | +36.6% | +63.6% |
| 5Y | +70.9% | +87.3% | -16.4% | +53.6% |
| 10Y | +317.1% | -75.3% | +392.3% | +254.6% |
| All | +224.6% | -76.5% | +301.1% | +170.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling