+158.7%
CI vs ES
+85.7%
+73.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.9% | +0.3% | -1.6% |
| 7D | -1.6% | +1.9% | -3.4% | -2.2% |
| 30D | +5.4% | +7.1% | -1.6% | +2.8% |
| 3M | +7.3% | -1.9% | +9.2% | +7.9% |
| 6M | +5.3% | +4.4% | +1.0% | +3.5% |
| YTD | +8.5% | +7.3% | +1.2% | +5.1% |
| 1Y | +17.1% | +2.1% | +15.0% | +15.0% |
| 3Y | +1.4% | +41.8% | -40.4% | -13.6% |
| 5Y | +50.5% | +1.4% | +49.0% | +44.8% |
| All | +158.7% | +85.7% | +73.0% | +137.0% |
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 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