-22.1%
CG vs ES
+1.2%
-23.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.4% |
| 7D | -3.8% | +0.1% | -3.9% | -3.8% |
| 30D | +7.5% | +6.7% | +0.8% | +7.3% |
| 3M | -14.4% | +0.3% | -14.7% | -14.6% |
| 6M | -15.7% | +7.4% | -23.1% | -15.6% |
| YTD | -29.0% | +8.4% | -37.4% | -29.4% |
| 1Y | -22.1% | +0.6% | -22.7% | -22.2% |
| All | -22.1% | +1.2% | -23.3% | -22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling