+7,737.1%
CP vs ES
+1,275.7%
+6,461.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -1.4% |
| 7D | +6.1% | +5.9% | +0.2% | +4.2% |
| 30D | +9.8% | +10.2% | -0.5% | +6.4% |
| 3M | +2.7% | +0.4% | +2.3% | +2.5% |
| 6M | +12.8% | +6.9% | +5.9% | +10.2% |
| YTD | +28.2% | +10.5% | +17.6% | +23.6% |
| 1Y | +34.1% | +3.2% | +30.9% | +31.7% |
| 3Y | +28.9% | +49.0% | -20.2% | +10.4% |
| 5Y | +27.1% | +4.5% | +22.6% | +21.5% |
| 10Y | +264.8% | +92.3% | +172.5% | +182.6% |
| All | +7,737.1% | +1,275.7% | +6,461.4% | +3,688.6% |
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