+105.5%
CB vs ES
+5.0%
+100.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -1.2% |
| 7D | +2.6% | +5.9% | -3.3% | +1.1% |
| 30D | +11.2% | +10.2% | +1.0% | +8.5% |
| 3M | +5.7% | +0.4% | +5.3% | +5.5% |
| 6M | +15.9% | +6.9% | +9.1% | +13.9% |
| YTD | +20.2% | +10.5% | +9.6% | +16.7% |
| 1Y | +32.4% | +3.2% | +29.2% | +30.5% |
| 3Y | +75.5% | +49.0% | +26.4% | +55.3% |
| 5Y | +105.5% | +4.5% | +101.0% | +99.8% |
| All | +105.5% | +5.0% | +100.5% | +99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling