+7,262.2%
CB vs ES
+784.9%
+6,477.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -1.4% |
| 7D | +2.6% | +5.9% | -3.3% | +0.5% |
| 30D | +11.2% | +10.2% | +1.0% | +7.4% |
| 3M | +5.7% | +0.4% | +5.3% | +5.5% |
| 6M | +15.9% | +6.9% | +9.1% | +13.0% |
| YTD | +20.2% | +10.5% | +9.6% | +15.3% |
| 1Y | +32.4% | +3.2% | +29.2% | +29.6% |
| 3Y | +75.5% | +49.0% | +26.4% | +47.6% |
| 5Y | +105.5% | +4.5% | +101.0% | +94.1% |
| 10Y | +258.5% | +92.3% | +166.2% | +169.0% |
| All | +7,262.2% | +784.9% | +6,477.3% | +3,530.0% |
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