+41.5%
ESI vs CPB
-32.6%
+74.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.4% | +6.3% | +2.1% |
| 7D | +3.3% | -8.6% | +11.9% | +1.1% |
| 30D | -5.9% | -7.2% | +1.4% | -7.5% |
| 3M | -14.1% | +0.9% | -15.0% | -13.4% |
| 6M | +6.6% | -11.8% | +18.4% | +7.4% |
| YTD | +45.0% | -19.4% | +64.4% | +46.4% |
| 1Y | +41.5% | -30.4% | +71.8% | +45.8% |
| All | +41.5% | -32.6% | +74.1% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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