+248.2%
CB vs ES
+85.7%
+162.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -0.7% |
| 7D | +0.2% | +1.9% | -1.6% | -0.5% |
| 30D | +9.1% | +7.1% | +2.0% | +6.3% |
| 3M | +3.4% | -1.9% | +5.4% | +4.1% |
| 6M | +14.1% | +4.4% | +9.7% | +12.0% |
| YTD | +18.0% | +7.3% | +10.7% | +14.2% |
| 1Y | +30.1% | +2.1% | +28.0% | +27.7% |
| 3Y | +71.8% | +41.8% | +29.9% | +44.3% |
| 5Y | +101.8% | +1.4% | +100.4% | +93.1% |
| All | +248.2% | +85.7% | +162.5% | +191.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling