+1,050.7%
C vs ES
+1,247.8%
-197.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.4% | +0.8% |
| 7D | +1.1% | +5.3% | -4.3% | -1.1% |
| 30D | -2.4% | +8.9% | -11.4% | -5.9% |
| 3M | -8.4% | -1.9% | -6.4% | -7.8% |
| 6M | +0.3% | +3.9% | -3.5% | -1.8% |
| YTD | +9.1% | +8.3% | +0.8% | +4.1% |
| 1Y | +26.0% | -0.1% | +26.2% | +23.7% |
| 3Y | +221.2% | +46.0% | +175.1% | +160.5% |
| 5Y | +120.4% | +3.1% | +117.4% | +104.4% |
| 10Y | +250.6% | +88.4% | +162.2% | +138.6% |
| All | +1,050.7% | +1,247.8% | -197.1% | +268.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling