+256.9%
CP vs ES
+92.3%
+164.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.5% |
| 7D | -0.7% | +0.1% | -0.8% | -0.7% |
| 30D | +9.6% | +6.7% | +2.9% | +7.1% |
| 3M | +2.2% | +0.3% | +1.9% | +2.0% |
| 6M | +11.1% | +7.4% | +3.7% | +8.1% |
| YTD | +28.2% | +8.4% | +19.8% | +24.0% |
| 1Y | +32.2% | +0.6% | +31.5% | +30.6% |
| 3Y | +35.5% | +50.6% | -15.1% | +12.4% |
| 5Y | +26.8% | +4.8% | +22.0% | +20.7% |
| 10Y | +256.9% | +93.1% | +163.8% | +236.5% |
| All | +256.9% | +92.3% | +164.6% | +236.5% |
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 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