+5,967.0%
CF vs ES
+632.9%
+5,334.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -3.0% |
| 7D | +6.0% | +0.3% | +5.7% | +5.9% |
| 30D | +14.8% | -2.0% | +16.8% | +15.7% |
| 3M | +14.1% | +1.7% | +12.4% | +12.8% |
| 6M | +28.5% | -3.5% | +32.1% | +29.6% |
| YTD | +74.9% | +7.9% | +67.0% | +67.3% |
| 1Y | +61.7% | +17.2% | +44.5% | +47.7% |
| 3Y | +80.3% | +29.3% | +51.0% | +52.2% |
| 5Y | +226.0% | -5.7% | +231.7% | +214.1% |
| 10Y | +569.9% | +85.2% | +484.6% | +284.8% |
| All | +5,967.0% | +632.9% | +5,334.0% | +956.3% |
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 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