+122.4%
CF vs ES
+5.0%
+117.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.1% | +4.1% | +5.7% |
| 7D | +0.4% | +5.9% | -5.5% | -0.8% |
| 30D | +2.2% | +10.2% | -8.0% | +0.2% |
| 3M | +2.1% | +0.4% | +1.7% | +1.9% |
| 6M | -6.5% | +6.9% | -13.4% | -8.0% |
| YTD | +55.6% | +10.5% | +45.0% | +51.5% |
| 1Y | +42.3% | +3.2% | +39.1% | +40.4% |
| 3Y | +55.7% | +49.0% | +6.7% | +40.6% |
| 5Y | +122.4% | +4.5% | +118.0% | +109.3% |
| All | +122.4% | +5.0% | +117.5% | +109.3% |
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