-21.5%
CG vs ES
+6.6%
-28.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.8% |
| 7D | +0.2% | +2.7% | -2.5% | -0.7% |
| 30D | +11.2% | +7.6% | +3.6% | +8.6% |
| 3M | -22.1% | +0.5% | -22.6% | -22.4% |
| 6M | -17.9% | +7.6% | -25.5% | -20.1% |
| YTD | -31.3% | +10.2% | -41.5% | -34.2% |
| 1Y | -24.0% | +1.8% | -25.8% | -25.4% |
| 3Y | +45.0% | +55.4% | -10.4% | +13.8% |
| All | -21.5% | +6.6% | -28.0% | -24.3% |
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