+142.2%
CI vs ES
+82.6%
+59.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.9% |
| 7D | +0.1% | -0.1% | +0.2% | +0.2% |
| 30D | +4.7% | +5.7% | -1.1% | +2.6% |
| 3M | +5.2% | -2.8% | +8.0% | +6.2% |
| 6M | +3.8% | +7.0% | -3.2% | +1.1% |
| YTD | +9.2% | +6.8% | +2.4% | +6.0% |
| 1Y | +14.3% | -0.5% | +14.7% | +13.3% |
| 3Y | +8.4% | +47.2% | -38.7% | -9.2% |
| 5Y | +50.0% | +2.3% | +47.8% | +43.8% |
| 10Y | +142.2% | +85.6% | +56.5% | +110.9% |
| All | +142.2% | +82.6% | +59.6% | +110.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling