+42.8%
CL vs ES
+5.0%
+37.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.1% | -0.8% |
| 7D | +5.9% | +5.9% | 0.0% | +3.9% |
| 30D | +13.8% | +10.2% | +3.6% | +10.1% |
| 3M | +6.4% | +0.4% | +6.0% | +6.2% |
| 6M | +15.6% | +6.9% | +8.8% | +13.0% |
| YTD | +27.9% | +10.5% | +17.4% | +23.5% |
| 1Y | +31.4% | +3.2% | +28.2% | +29.2% |
| 3Y | +41.4% | +49.0% | -7.7% | +20.2% |
| 5Y | +42.8% | +4.5% | +38.3% | +40.4% |
| All | +42.8% | +5.0% | +37.8% | +40.4% |
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