+350.2%
CG vs ES
+215.0%
+135.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.4% |
| 7D | -4.3% | +0.3% | -4.6% | -4.4% |
| 30D | -5.1% | -2.0% | -3.1% | -4.5% |
| 3M | +8.7% | +1.7% | +7.0% | +7.8% |
| 6M | -9.2% | -3.5% | -5.7% | -8.5% |
| YTD | -18.9% | +7.9% | -26.8% | -21.6% |
| 1Y | -25.6% | +17.2% | -42.8% | -30.8% |
| 3Y | +57.3% | +29.3% | +28.0% | +38.5% |
| 5Y | +10.2% | -5.7% | +15.9% | +8.3% |
| 10Y | +364.2% | +85.2% | +279.0% | +281.2% |
| All | +350.2% | +215.0% | +135.1% | +204.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling