+206.6%
C vs ES
+50.7%
+155.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +2.1% | -7.1% | -5.3% |
| 7D | -5.3% | +5.9% | -11.2% | -6.0% |
| 30D | -7.3% | +10.2% | -17.5% | -8.4% |
| 3M | -13.5% | +0.4% | -13.9% | -13.6% |
| 6M | -6.5% | +6.9% | -13.4% | -7.5% |
| YTD | +3.6% | +10.5% | -6.9% | +1.6% |
| 1Y | +18.9% | +3.2% | +15.7% | +17.6% |
| All | +206.6% | +50.7% | +155.9% | +171.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling