+4,981.1%
CF vs ES
+635.4%
+4,345.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.1% | -6.5% | -5.3% |
| 7D | -6.9% | +5.3% | -12.2% | -9.1% |
| 30D | -3.7% | +8.9% | -12.7% | -7.5% |
| 3M | -5.0% | -1.9% | -3.0% | -4.4% |
| 6M | -10.5% | +3.9% | -14.3% | -12.5% |
| YTD | +46.5% | +8.3% | +38.2% | +39.6% |
| 1Y | +34.8% | -0.1% | +35.0% | +32.8% |
| 3Y | +46.7% | +46.0% | +0.7% | +16.9% |
| 5Y | +112.0% | +3.1% | +108.9% | +95.3% |
| 10Y | +529.7% | +88.4% | +441.3% | +257.9% |
| All | +4,981.1% | +635.4% | +4,345.7% | +781.9% |
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