+262.2%
CP vs ES
+96.6%
+165.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.6% |
| 7D | +0.9% | -1.1% | +2.0% | +1.3% |
| 30D | +10.3% | +8.2% | +2.1% | +7.3% |
| 3M | +2.3% | +0.6% | +1.7% | +1.9% |
| 6M | +10.7% | +6.0% | +4.7% | +8.2% |
| YTD | +29.3% | +9.3% | +20.0% | +24.7% |
| 1Y | +31.5% | +1.1% | +30.3% | +29.7% |
| 3Y | +36.7% | +51.9% | -15.2% | +13.1% |
| 5Y | +26.8% | +6.5% | +20.3% | +20.1% |
| All | +262.2% | +96.6% | +165.6% | +241.9% |
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