+7,463.6%
CI vs ES
+1,243.3%
+6,220.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.1% |
| 3M | +0.7% | +1.7% | -1.0% | 0.0% |
| 6M | +0.3% | -3.5% | +3.9% | +1.3% |
| YTD | +3.8% | +7.9% | -4.1% | +0.8% |
| 1Y | -5.5% | +17.2% | -22.7% | -11.1% |
| 3Y | +8.1% | +29.3% | -21.2% | -3.2% |
| 5Y | +42.8% | -5.7% | +48.6% | +40.7% |
| 10Y | +143.9% | +85.2% | +58.7% | +90.1% |
| All | +7,463.6% | +1,243.3% | +6,220.3% | +3,156.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling