+251.7%
CB vs ES
+98.2%
+153.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.8% |
| 7D | +2.9% | +2.7% | +0.2% | +1.9% |
| 30D | +7.3% | +7.6% | -0.3% | +4.4% |
| 3M | +9.4% | +0.5% | +8.9% | +9.1% |
| 6M | +19.6% | +7.6% | +12.0% | +16.2% |
| YTD | +21.5% | +10.2% | +11.3% | +16.3% |
| 1Y | +28.0% | +1.8% | +26.2% | +25.8% |
| 3Y | +74.9% | +55.4% | +19.5% | +41.4% |
| 5Y | +108.1% | +7.3% | +100.8% | +94.4% |
| All | +251.7% | +98.2% | +153.4% | +189.7% |
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