+3,269.5%
CLS vs ES
-5.6%
+3,275.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.8% |
| 7D | +4.6% | +0.3% | +4.3% | +4.6% |
| 30D | -13.9% | -2.0% | -11.9% | -14.0% |
| 3M | -26.6% | +1.7% | -28.2% | -26.6% |
| 6M | +15.4% | -3.5% | +19.0% | +15.3% |
| YTD | +5.7% | +7.9% | -2.2% | +5.8% |
| 1Y | +41.1% | +17.2% | +24.0% | +40.7% |
| 3Y | +1,228.6% | +29.3% | +1,199.3% | +1,197.3% |
| All | +3,269.5% | -5.6% | +3,275.1% | +3,371.3% |
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