+85.0%
COR vs ES
+53.3%
+31.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.8% | +2.1% | +2.8% |
| 7D | +7.8% | +2.7% | +5.1% | +7.4% |
| 30D | +7.0% | +7.6% | -0.6% | +5.9% |
| 3M | +16.3% | +0.5% | +15.8% | +16.1% |
| 6M | +41.3% | +7.6% | +33.7% | +39.8% |
| YTD | +7.1% | +10.2% | -3.1% | +5.6% |
| 1Y | -0.8% | +1.8% | -2.7% | -1.5% |
| 3Y | +85.0% | +55.4% | +29.6% | +88.5% |
| All | +85.0% | +53.3% | +31.7% | +88.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling