+24.9%
ESI vs CLBK
+65.7%
-40.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.9% | -5.6% | -4.8% |
| 7D | -6.6% | +4.6% | -11.2% | -7.4% |
| 30D | -10.9% | -1.5% | -9.4% | -10.5% |
| 3M | -13.8% | +4.4% | -18.2% | -14.5% |
| 6M | -21.5% | +31.7% | -53.2% | -28.8% |
| YTD | +34.7% | +58.7% | -24.0% | +12.1% |
| 1Y | +24.9% | +64.9% | -40.0% | +0.4% |
| All | +24.9% | +65.7% | -40.9% | +0.4% |
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