+88.3%
ESI vs CLBK
+51.6%
+36.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.7% |
| 7D | +3.9% | -1.5% | +5.4% | +4.5% |
| 30D | -3.8% | +6.7% | -10.5% | -6.2% |
| 3M | -13.1% | +21.2% | -34.3% | -20.1% |
| 6M | +11.3% | +42.0% | -30.6% | -4.6% |
| YTD | +44.1% | +63.3% | -19.2% | +15.9% |
| 1Y | +40.3% | +65.4% | -25.1% | +11.9% |
| All | +88.3% | +51.6% | +36.7% | +47.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling