+2,104.6%
CLS vs ES
+923.4%
+1,181.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +1.5% |
| 7D | -22.2% | +1.9% | -24.0% | -22.9% |
| 30D | -44.4% | +7.1% | -51.4% | -46.0% |
| 3M | -34.3% | -1.9% | -32.3% | -34.3% |
| 6M | -50.1% | +4.4% | -54.4% | -51.4% |
| YTD | -30.1% | +7.3% | -37.4% | -33.0% |
| 1Y | -39.3% | +2.1% | -41.5% | -41.2% |
| 3Y | +732.7% | +41.8% | +690.9% | +579.9% |
| 5Y | +1,777.2% | +1.4% | +1,775.8% | +1,631.6% |
| 10Y | +1,645.6% | +86.8% | +1,558.9% | +1,057.4% |
| All | +2,104.6% | +923.4% | +1,181.2% | +621.3% |
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 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