-29.9%
COMP vs ES
-5.6%
-24.2%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.9% |
| 7D | +1.4% | +0.3% | +1.1% | +1.2% |
| 30D | -13.3% | -2.0% | -11.4% | -12.4% |
| 3M | +41.1% | +1.7% | +39.4% | +39.3% |
| 6M | +17.2% | -3.5% | +20.7% | +18.8% |
| YTD | +5.2% | +7.9% | -2.7% | -1.1% |
| 1Y | +18.9% | +17.2% | +1.8% | +3.7% |
| 3Y | +215.9% | +29.3% | +186.6% | +143.1% |
| All | -29.9% | -5.6% | -24.2% | -34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling