+75.8%
ESI vs CLBK
+41.8%
+34.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.8% |
| 7D | +3.9% | -1.5% | +5.4% | +4.4% |
| 30D | -3.8% | +6.7% | -10.5% | -5.9% |
| 3M | -13.1% | +21.2% | -34.3% | -19.0% |
| 6M | +11.3% | +42.0% | -30.6% | -2.0% |
| YTD | +44.1% | +63.3% | -19.2% | +20.5% |
| 1Y | +40.3% | +65.4% | -25.1% | +16.6% |
| 3Y | +84.1% | +52.5% | +31.6% | +53.8% |
| 5Y | +75.8% | +42.0% | +33.8% | +36.5% |
| All | +75.8% | +41.8% | +34.0% | +36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling