-49.3%
COMP vs ES
+0.3%
-49.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -2.9% | +13.6% | +12.2% |
| 7D | +13.4% | +1.9% | +11.6% | +12.1% |
| 30D | +11.1% | +7.1% | +4.0% | +6.9% |
| 3M | -18.8% | -1.9% | -16.9% | -18.2% |
| 6M | +10.5% | +4.4% | +6.1% | +7.3% |
| YTD | -3.4% | +7.3% | -10.7% | -8.7% |
| 1Y | +19.7% | +2.1% | +17.6% | +15.3% |
| 3Y | +381.6% | +41.8% | +339.8% | +255.2% |
| 5Y | -17.6% | +1.4% | -19.0% | -20.1% |
| All | -49.3% | +0.3% | -49.6% | -50.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling