+305.9%
CG vs ES
+87.3%
+218.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | +2.0% | +0.9% | +1.1% | +1.6% |
| 30D | +8.5% | +5.9% | +2.6% | +6.4% |
| 3M | -12.1% | -1.0% | -11.1% | -12.0% |
| 6M | -16.4% | +7.2% | -23.6% | -18.7% |
| YTD | -28.0% | +7.0% | -34.9% | -30.3% |
| 1Y | -18.9% | +0.5% | -19.3% | -20.2% |
| 3Y | +51.2% | +48.7% | +2.6% | +25.4% |
| 5Y | -15.9% | +1.9% | -17.8% | -19.5% |
| 10Y | +305.9% | +89.2% | +216.8% | +296.4% |
| All | +305.9% | +87.3% | +218.6% | +296.4% |
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