+2,093.5%
CLS vs ES
+953.9%
+1,139.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | +2.1% | -15.1% | -13.7% |
| 7D | -27.3% | +5.9% | -33.2% | -28.9% |
| 30D | -47.0% | +10.2% | -57.2% | -49.1% |
| 3M | -43.3% | +0.4% | -43.7% | -43.7% |
| 6M | -50.8% | +6.9% | -57.6% | -52.5% |
| YTD | -30.4% | +10.5% | -40.9% | -34.0% |
| 1Y | -41.7% | +3.2% | -44.9% | -43.6% |
| 3Y | +701.4% | +49.0% | +652.4% | +542.4% |
| 5Y | +1,767.8% | +4.5% | +1,763.3% | +1,606.5% |
| 10Y | +1,636.8% | +92.3% | +1,544.5% | +1,040.6% |
| All | +2,093.5% | +953.9% | +1,139.6% | +610.8% |
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