+7,312.5%
CB vs ES
+766.9%
+6,545.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.1% | 0.0% | +1.3% |
| 7D | +5.3% | +5.3% | -0.1% | +3.4% |
| 30D | +13.2% | +8.9% | +4.3% | +9.8% |
| 3M | +7.8% | -1.9% | +9.7% | +8.4% |
| 6M | +15.8% | +3.9% | +11.9% | +14.0% |
| YTD | +21.0% | +8.3% | +12.7% | +16.9% |
| 1Y | +32.2% | -0.1% | +32.3% | +30.9% |
| 3Y | +76.7% | +46.0% | +30.7% | +49.7% |
| 5Y | +110.4% | +3.1% | +107.3% | +99.7% |
| 10Y | +261.0% | +88.4% | +172.6% | +172.9% |
| All | +7,312.5% | +766.9% | +6,545.6% | +3,582.0% |
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 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