+50.0%
CI vs ES
+2.9%
+47.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | +0.1% | -0.1% | +0.2% | +0.2% |
| 30D | +4.7% | +5.7% | -1.1% | +3.0% |
| 3M | +5.2% | -2.8% | +8.0% | +6.0% |
| 6M | +3.8% | +7.0% | -3.2% | +1.8% |
| YTD | +9.2% | +6.8% | +2.4% | +6.7% |
| 1Y | +14.3% | -0.5% | +14.7% | +13.5% |
| 3Y | +8.4% | +47.2% | -38.7% | -5.0% |
| 5Y | +50.0% | +2.3% | +47.8% | +45.4% |
| All | +50.0% | +2.9% | +47.1% | +45.4% |
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 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