+11,743.1%
COST vs ES
+1,243.3%
+10,499.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.5% | -0.9% |
| 7D | -3.1% | +0.3% | -3.4% | -3.2% |
| 30D | -2.8% | -2.0% | -0.8% | -2.3% |
| 3M | -5.7% | +1.7% | -7.3% | -6.2% |
| 6M | -8.8% | -3.5% | -5.2% | -8.1% |
| YTD | +6.7% | +7.9% | -1.2% | +4.2% |
| 1Y | -3.6% | +17.2% | -20.8% | -8.4% |
| 3Y | +75.1% | +29.3% | +45.8% | +58.9% |
| 5Y | +108.9% | -5.7% | +114.7% | +106.0% |
| 10Y | +586.2% | +85.2% | +501.0% | +452.8% |
| All | +11,743.1% | +1,243.3% | +10,499.8% | +4,880.5% |
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 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