+224.6%
ESI vs CPB
-21.9%
+246.5%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.4% | +6.3% | +3.2% |
| 7D | +3.3% | -8.6% | +11.9% | +4.1% |
| 30D | -5.9% | -7.2% | +1.4% | -5.4% |
| 3M | -14.1% | +0.9% | -15.0% | -14.6% |
| 6M | +6.6% | -11.8% | +18.4% | +7.5% |
| YTD | +45.0% | -19.4% | +64.4% | +47.8% |
| 1Y | +41.5% | -30.4% | +71.8% | +46.8% |
| 3Y | +78.8% | -40.2% | +118.9% | +87.0% |
| 5Y | +70.9% | -39.5% | +110.4% | +76.9% |
| 10Y | +317.1% | -47.4% | +364.5% | +340.1% |
| All | +224.6% | -21.9% | +246.5% | +175.4% |
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 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