+320.1%
CG vs ES
+82.6%
+237.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.5% | +7.1% | +6.7% |
| 7D | +3.0% | -0.1% | +3.1% | +3.0% |
| 30D | +10.1% | +5.7% | +4.4% | +8.0% |
| 3M | -10.8% | -2.8% | -8.0% | -10.1% |
| 6M | -15.2% | +7.0% | -22.2% | -17.5% |
| YTD | -26.9% | +6.8% | -33.7% | -29.2% |
| 1Y | -17.0% | -0.5% | -16.6% | -18.1% |
| 3Y | +54.6% | +47.2% | +7.5% | +28.7% |
| 5Y | -16.7% | +2.3% | -19.0% | -20.4% |
| 10Y | +320.1% | +85.6% | +234.5% | +315.7% |
| All | +320.1% | +82.6% | +237.5% | +315.7% |
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 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