+3,231.7%
CLS vs ES
+929.0%
+2,302.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.0% |
| 7D | +4.6% | +0.3% | +4.3% | +4.5% |
| 30D | -13.9% | -2.0% | -11.9% | -13.3% |
| 3M | -26.6% | +1.7% | -28.2% | -27.4% |
| 6M | +15.4% | -3.5% | +19.0% | +15.9% |
| YTD | +5.7% | +7.9% | -2.2% | +1.8% |
| 1Y | +41.1% | +17.2% | +24.0% | +30.7% |
| 3Y | +1,228.6% | +29.3% | +1,199.3% | +1,030.0% |
| 5Y | +3,240.6% | -5.7% | +3,246.4% | +3,097.1% |
| 10Y | +2,760.3% | +85.2% | +2,675.1% | +1,815.2% |
| All | +3,231.7% | +929.0% | +2,302.7% | +995.2% |
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