+5,439.0%
CL vs ES
+1,247.8%
+4,191.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.1% | +1.2% | +2.7% |
| 7D | +7.7% | +5.3% | +2.4% | +6.1% |
| 30D | +15.2% | +8.9% | +6.3% | +12.5% |
| 3M | +7.3% | -1.9% | +9.3% | +7.9% |
| 6M | +17.0% | +3.9% | +13.1% | +15.7% |
| YTD | +28.0% | +8.3% | +19.7% | +24.9% |
| 1Y | +32.1% | -0.1% | +32.2% | +31.5% |
| 3Y | +41.5% | +46.0% | -4.5% | +24.7% |
| 5Y | +43.9% | +3.1% | +40.8% | +39.3% |
| 10Y | +79.8% | +88.4% | -8.6% | +48.0% |
| All | +5,439.0% | +1,247.8% | +4,191.2% | +2,728.2% |
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