+6,646.7%
CB vs ES
+764.0%
+5,882.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.7% |
| 7D | +0.5% | +0.3% | +0.2% | +0.4% |
| 30D | -3.1% | -2.0% | -1.1% | -2.4% |
| 3M | +9.0% | +1.7% | +7.3% | +8.3% |
| 6M | +2.9% | -3.5% | +6.4% | +3.9% |
| YTD | +10.1% | +7.9% | +2.2% | +6.6% |
| 1Y | +22.8% | +17.2% | +5.6% | +14.7% |
| 3Y | +73.8% | +29.3% | +44.5% | +53.6% |
| 5Y | +99.2% | -5.7% | +104.9% | +95.3% |
| 10Y | +218.2% | +85.2% | +133.0% | +142.0% |
| All | +6,646.7% | +764.0% | +5,882.7% | +3,257.6% |
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