+2,005.0%
CLS vs ES
+3.8%
+2,001.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.3% | +7.2% | +8.6% |
| 7D | +2.8% | +0.1% | +2.6% | +2.8% |
| 30D | -30.1% | +6.7% | -36.8% | -29.8% |
| 3M | -21.7% | +0.3% | -22.1% | -21.5% |
| 6M | -36.2% | +7.4% | -43.6% | -36.1% |
| YTD | -17.8% | +8.4% | -26.2% | -17.5% |
| 1Y | -26.8% | +0.6% | -27.4% | -26.7% |
| 3Y | +853.4% | +50.6% | +802.8% | +794.4% |
| 5Y | +2,005.0% | +4.8% | +2,000.2% | +1,987.6% |
| All | +2,005.0% | +3.8% | +2,001.2% | +1,987.6% |
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 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