+17,590.3%
COR vs ES
+840.2%
+16,750.1%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -1.0% |
| 7D | +0.8% | +1.9% | -1.1% | +0.3% |
| 30D | +5.1% | +7.1% | -1.9% | +3.1% |
| 3M | +2.8% | -1.9% | +4.8% | +3.2% |
| 6M | +32.5% | +4.4% | +28.2% | +30.7% |
| YTD | -0.7% | +7.3% | -8.0% | -3.0% |
| 1Y | -6.7% | +2.1% | -8.8% | -8.0% |
| 3Y | +73.7% | +41.8% | +31.9% | +53.6% |
| 5Y | +177.9% | +1.4% | +176.4% | +168.1% |
| 10Y | +533.8% | +86.8% | +447.0% | +415.2% |
| All | +17,590.3% | +840.2% | +16,750.1% | +10,647.7% |
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