+195.2%
ESI vs CPB
-16.4%
+211.7%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.5% | -0.6% |
| 7D | -6.6% | +2.9% | -9.5% | -6.8% |
| 30D | -9.8% | +17.6% | -27.4% | -11.0% |
| 3M | -11.9% | +2.0% | -14.0% | -12.2% |
| 6M | -25.1% | +11.6% | -36.7% | -26.2% |
| YTD | +31.9% | -13.8% | +45.7% | +33.7% |
| 1Y | +19.2% | -21.6% | +40.7% | +22.3% |
| 3Y | +76.2% | -35.8% | +112.0% | +83.4% |
| 5Y | +39.4% | -33.3% | +72.7% | +42.8% |
| 10Y | +304.9% | -39.4% | +344.3% | +313.9% |
| All | +195.2% | -16.4% | +211.7% | +149.1% |
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