+271.0%
CG vs ES
+96.6%
+174.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.9% | -5.1% | -4.6% |
| 7D | -1.5% | -1.1% | -0.4% | -1.2% |
| 30D | +5.7% | +8.2% | -2.5% | +2.8% |
| 3M | -17.9% | +0.6% | -18.5% | -18.2% |
| 6M | -20.2% | +6.0% | -26.2% | -22.1% |
| YTD | -32.0% | +9.3% | -41.3% | -34.7% |
| 1Y | -27.0% | +1.1% | -28.1% | -28.3% |
| 3Y | +42.8% | +51.9% | -9.2% | +17.4% |
| 5Y | -23.4% | +6.5% | -29.9% | -27.8% |
| All | +271.0% | +96.6% | +174.4% | +256.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling