+321.6%
ESI vs CPB
-40.8%
+362.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.1% | -2.1% |
| 7D | +8.3% | -5.8% | +14.1% | +8.4% |
| 30D | -10.4% | +16.5% | -26.9% | -10.9% |
| 3M | -13.2% | -1.1% | -12.1% | -13.1% |
| 6M | -23.9% | +11.5% | -35.3% | -24.5% |
| YTD | +34.2% | -15.7% | +49.9% | +35.9% |
| 1Y | +22.2% | -24.7% | +46.9% | +25.0% |
| 3Y | +79.2% | -37.3% | +116.5% | +84.6% |
| 5Y | +38.1% | -35.0% | +73.2% | +41.0% |
| All | +321.6% | -40.8% | +362.3% | +336.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling