+8,016.0%
CI vs ES
+1,275.7%
+6,740.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.4% | -2.0% |
| 7D | +1.0% | +5.9% | -4.9% | -0.9% |
| 30D | +9.9% | +10.2% | -0.3% | +6.4% |
| 3M | +12.1% | +0.4% | +11.7% | +11.8% |
| 6M | +10.6% | +6.9% | +3.7% | +8.0% |
| YTD | +11.4% | +10.5% | +0.9% | +7.3% |
| 1Y | +18.8% | +3.2% | +15.6% | +16.5% |
| 3Y | +2.9% | +49.0% | -46.2% | -12.0% |
| 5Y | +54.5% | +4.5% | +50.1% | +47.1% |
| 10Y | +175.7% | +92.3% | +83.4% | +112.3% |
| All | +8,016.0% | +1,275.7% | +6,740.3% | +3,364.6% |
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