+182.6%
ESI vs CPB
-14.4%
+197.0%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.0% |
| 7D | -8.5% | +8.0% | -16.5% | -9.0% |
| 30D | -15.7% | +22.4% | -38.0% | -17.0% |
| 3M | -18.2% | +3.8% | -22.1% | -18.5% |
| 6M | -28.8% | +13.7% | -42.5% | -30.0% |
| YTD | +26.3% | -11.7% | +38.0% | +27.8% |
| 1Y | +18.2% | -18.1% | +36.4% | +20.8% |
| 3Y | +68.1% | -34.7% | +102.8% | +74.9% |
| 5Y | +28.8% | -30.6% | +59.3% | +31.4% |
| 10Y | +329.8% | -37.1% | +367.0% | +336.2% |
| All | +182.6% | -14.4% | +197.0% | +138.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling