+263.1%
ESI vs CLBK
+65.5%
+197.7%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -4.6% | -1.5% | -3.2% | -4.0% |
| 30D | -10.5% | -1.0% | -9.5% | -10.1% |
| 3M | -19.8% | +22.9% | -42.7% | -28.2% |
| 6M | +5.8% | +44.2% | -38.4% | -12.7% |
| YTD | +38.3% | +64.0% | -25.7% | +6.4% |
| 1Y | +31.5% | +65.7% | -34.2% | +0.2% |
| 3Y | +80.7% | +54.1% | +26.6% | +37.5% |
| 5Y | +69.4% | +44.7% | +24.7% | +19.7% |
| All | +263.1% | +65.5% | +197.7% | +136.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling