+320.7%
ESI vs CPB
-44.2%
+364.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.7% | -1.2% |
| 7D | +3.9% | -8.0% | +11.9% | +4.3% |
| 30D | -3.8% | -2.4% | -1.4% | -3.7% |
| 3M | -13.1% | +0.5% | -13.7% | -13.4% |
| 6M | +11.3% | -10.5% | +21.8% | +12.1% |
| YTD | +44.1% | -17.5% | +61.6% | +46.0% |
| 1Y | +40.3% | -31.0% | +71.4% | +44.5% |
| 3Y | +84.1% | -40.6% | +124.7% | +90.4% |
| 5Y | +75.8% | -37.7% | +113.5% | +79.9% |
| 10Y | +320.7% | -43.4% | +364.1% | +319.6% |
| All | +320.7% | -44.2% | +364.9% | +319.6% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling