+220.7%
CF vs ES
-5.6%
+226.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -3.1% |
| 7D | +6.0% | +0.3% | +5.7% | +5.9% |
| 30D | +14.8% | -2.0% | +16.8% | +15.2% |
| 3M | +14.1% | +1.7% | +12.4% | +13.5% |
| 6M | +28.5% | -3.5% | +32.1% | +29.1% |
| YTD | +74.9% | +7.9% | +67.0% | +71.5% |
| 1Y | +61.7% | +17.2% | +44.5% | +55.8% |
| 3Y | +80.3% | +29.3% | +51.0% | +68.6% |
| All | +220.7% | -5.6% | +226.4% | +202.7% |
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 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