+197.1%
ESI vs CAPR
-75.4%
+272.5%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +9.4% | -4.3% | +5.0% |
| 7D | -3.5% | +36.0% | -39.5% | -4.0% |
| 30D | -9.3% | +25.8% | -35.0% | -9.7% |
| 3M | -12.8% | +140.8% | -153.6% | -14.6% |
| 6M | -24.6% | -67.6% | +43.0% | -24.1% |
| YTD | +32.7% | -65.9% | +98.6% | +33.3% |
| 1Y | +20.3% | +66.1% | -45.8% | +12.7% |
| 3Y | +80.2% | +256.9% | -176.7% | +61.8% |
| 5Y | +40.0% | +172.1% | -132.1% | +24.8% |
| 10Y | +310.8% | -64.7% | +375.5% | +243.9% |
| All | +197.1% | -75.4% | +272.5% | +146.9% |
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