+249.8%
ESI vs CLBK
+60.9%
+188.9%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | +5.5% | +0.9% | +4.6% | +5.1% |
| 30D | -7.8% | +3.4% | -11.2% | -9.4% |
| 3M | -15.0% | -4.3% | -10.7% | -13.4% |
| 6M | -24.9% | +28.4% | -53.3% | -34.5% |
| YTD | +33.2% | +59.4% | -26.2% | +3.6% |
| 1Y | +24.9% | +64.8% | -39.9% | -4.5% |
| 3Y | +77.8% | +50.6% | +27.2% | +36.6% |
| 5Y | +37.1% | +28.3% | +8.9% | +5.8% |
| All | +249.8% | +60.9% | +188.9% | +130.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling