+208.1%
C vs ES
+46.3%
+161.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +0.8% |
| 7D | -2.4% | +1.9% | -4.3% | -2.6% |
| 30D | -6.0% | +7.1% | -13.0% | -6.8% |
| 3M | -10.5% | -1.9% | -8.6% | -10.4% |
| 6M | -5.7% | +4.4% | -10.1% | -6.4% |
| YTD | +4.1% | +7.3% | -3.2% | +2.5% |
| 1Y | +20.5% | +2.1% | +18.4% | +19.1% |
| 3Y | +208.1% | +41.8% | +166.3% | +173.9% |
| All | +208.1% | +46.3% | +161.8% | +173.9% |
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