-29.6%
CLS vs ES
-1.6%
-28.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +2.1% | -11.1% | -8.3% |
| 7D | -21.1% | +5.3% | -26.5% | -19.6% |
| 30D | -38.2% | +8.9% | -47.1% | -36.4% |
| 3M | -36.3% | -1.9% | -34.4% | -35.9% |
| 6M | -43.8% | +3.9% | -47.7% | -42.9% |
| YTD | -20.0% | +8.3% | -28.3% | -17.5% |
| 1Y | -29.6% | -0.1% | -29.5% | -28.0% |
| All | -29.6% | -1.6% | -28.0% | -28.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling