+31.5%
ESI vs CLBK
+68.0%
-36.5%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -4.6% | -1.5% | -3.2% | -4.3% |
| 30D | -10.5% | -1.0% | -9.5% | -10.3% |
| 3M | -19.8% | +22.9% | -42.7% | -24.8% |
| 6M | +5.8% | +44.2% | -38.4% | -7.5% |
| YTD | +38.3% | +64.0% | -25.7% | +14.9% |
| 1Y | +31.5% | +65.7% | -34.2% | +9.3% |
| All | +31.5% | +68.0% | -36.5% | +9.3% |
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