+76.2%
ESI vs CPB
-38.5%
+114.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | +0.6% |
| 7D | +5.4% | -8.2% | +13.6% | +5.2% |
| 30D | -4.2% | -5.6% | +1.4% | -4.3% |
| 3M | -9.6% | +3.0% | -12.6% | -9.8% |
| 6M | +18.3% | -12.7% | +31.0% | +19.4% |
| YTD | +45.8% | -18.0% | +63.8% | +47.8% |
| 1Y | +39.2% | -31.7% | +70.9% | +43.4% |
| 3Y | +86.3% | -41.0% | +127.2% | +91.1% |
| 5Y | +76.2% | -38.4% | +114.6% | +70.4% |
| All | +76.2% | -38.5% | +114.7% | +70.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling