-22.8%
CG vs ES
+0.2%
-23.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.6% |
| 7D | -1.2% | +1.9% | -3.1% | -1.3% |
| 30D | +5.0% | +7.1% | -2.0% | +4.9% |
| 3M | -18.2% | -1.9% | -16.3% | -18.5% |
| 6M | -20.7% | +4.4% | -25.1% | -20.8% |
| YTD | -31.4% | +7.3% | -38.7% | -31.9% |
| All | -22.8% | +0.2% | -23.0% | -22.9% |
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