+459.7%
CMS vs ES
+1,243.3%
-783.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.1% |
| 7D | +0.4% | +0.3% | +0.1% | +0.2% |
| 30D | -3.6% | -2.0% | -1.6% | -2.6% |
| 3M | -1.9% | +1.7% | -3.6% | -2.8% |
| 6M | -11.0% | -3.5% | -7.4% | -9.4% |
| YTD | +0.2% | +7.9% | -7.7% | -4.1% |
| 1Y | -1.3% | +17.2% | -18.5% | -10.5% |
| 3Y | +35.9% | +29.3% | +6.6% | +14.4% |
| 5Y | +23.1% | -5.7% | +28.8% | +23.5% |
| 10Y | +117.9% | +85.2% | +32.7% | +56.4% |
| All | +459.7% | +1,243.3% | -783.6% | +93.7% |
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