+4.1%
CI vs ES
+50.7%
-46.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.4% | -1.8% |
| 7D | +1.0% | +5.9% | -4.9% | -0.5% |
| 30D | +9.9% | +10.2% | -0.3% | +7.0% |
| 3M | +12.1% | +0.4% | +11.7% | +11.8% |
| 6M | +10.6% | +6.9% | +3.7% | +8.5% |
| YTD | +11.4% | +10.5% | +0.9% | +8.0% |
| 1Y | +18.8% | +3.2% | +15.6% | +16.9% |
| All | +4.1% | +50.7% | -46.5% | -6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling