+51.2%
CI vs ES
+6.6%
+44.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | 0.0% |
| 7D | +1.2% | +2.7% | -1.5% | +0.4% |
| 30D | +2.6% | +7.6% | -5.0% | +0.4% |
| 3M | +7.4% | +0.5% | +6.9% | +7.2% |
| 6M | -0.1% | +7.6% | -7.7% | -2.3% |
| YTD | +9.7% | +10.2% | -0.5% | +6.3% |
| 1Y | +12.1% | +1.8% | +10.3% | +10.7% |
| 3Y | +7.0% | +55.4% | -48.4% | -7.9% |
| All | +51.2% | +6.6% | +44.7% | +43.7% |
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