+1,163.5%
C vs ES
+1,243.3%
-79.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | +3.6% | +0.3% | +3.3% | +3.5% |
| 30D | +0.1% | -2.0% | +2.0% | +0.8% |
| 3M | +2.4% | +1.7% | +0.7% | +1.4% |
| 6M | +24.9% | -3.5% | +28.5% | +26.0% |
| YTD | +19.8% | +7.9% | +11.9% | +14.7% |
| 1Y | +44.9% | +17.2% | +27.7% | +32.6% |
| 3Y | +263.0% | +29.3% | +233.7% | +210.1% |
| 5Y | +129.5% | -5.7% | +135.3% | +121.5% |
| 10Y | +291.6% | +85.2% | +206.4% | +168.7% |
| All | +1,163.5% | +1,243.3% | -79.7% | +305.8% |
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