+26.0%
C vs ES
-1.6%
+27.6%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.4% | +1.8% |
| 7D | +1.1% | +5.3% | -4.3% | +1.5% |
| 30D | -2.4% | +8.9% | -11.4% | -1.7% |
| 3M | -8.4% | -1.9% | -6.4% | -8.7% |
| 6M | +0.3% | +3.9% | -3.5% | +0.6% |
| YTD | +9.1% | +8.3% | +0.8% | +9.7% |
| 1Y | +26.0% | -0.1% | +26.2% | +26.4% |
| All | +26.0% | -1.6% | +27.6% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 1y: compounded portfolio wealth divided by compounded ES 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…
1y analysis · Full analysis span regression · 6 months rolling