+41.5%
ESI vs CLBK
+73.3%
-31.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +3.3% | +1.2% | +2.1% | +3.0% |
| 30D | -5.9% | +9.1% | -15.0% | -7.9% |
| 3M | -14.1% | +27.7% | -41.8% | -20.4% |
| 6M | +6.6% | +40.8% | -34.3% | -5.7% |
| YTD | +45.0% | +66.4% | -21.4% | +20.4% |
| 1Y | +41.5% | +72.4% | -30.9% | +16.3% |
| All | +41.5% | +73.3% | -31.8% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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