-20.9%
CG vs ES
+1.4%
-22.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | +0.2% |
| 7D | -1.2% | +1.9% | -3.1% | -1.8% |
| 30D | +5.0% | +7.1% | -2.0% | +2.7% |
| 3M | -18.2% | -1.9% | -16.3% | -17.8% |
| 6M | -20.7% | +4.4% | -25.1% | -22.1% |
| YTD | -31.4% | +7.3% | -38.7% | -33.7% |
| 1Y | -22.3% | +2.1% | -24.4% | -24.0% |
| 3Y | +50.2% | +41.8% | +8.3% | +23.3% |
| All | -20.9% | +1.4% | -22.3% | -22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling