+42.5%
CI vs ES
-5.6%
+48.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.1% |
| 7D | +1.3% | +0.3% | +1.0% | +1.2% |
| 30D | +4.4% | -2.0% | +6.4% | +5.0% |
| 3M | +0.7% | +1.7% | -1.0% | +0.1% |
| 6M | +0.3% | -3.5% | +3.9% | +1.1% |
| YTD | +3.8% | +7.9% | -4.1% | +1.3% |
| 1Y | -5.5% | +17.2% | -22.7% | -10.4% |
| 3Y | +8.1% | +29.3% | -21.2% | -1.1% |
| All | +42.5% | -5.6% | +48.2% | +41.9% |
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 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