+300.3%
CME vs ES
+96.6%
+203.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.4% |
| 7D | +2.7% | -1.1% | +3.8% | +3.1% |
| 30D | +13.5% | +8.2% | +5.3% | +10.4% |
| 3M | +20.9% | +0.6% | +20.3% | +20.5% |
| 6M | +11.5% | +6.0% | +5.5% | +9.0% |
| YTD | +19.5% | +9.3% | +10.1% | +15.0% |
| 1Y | +17.2% | +1.1% | +16.1% | +15.6% |
| 3Y | +65.1% | +51.9% | +13.2% | +35.7% |
| 5Y | +73.1% | +6.5% | +66.7% | +62.6% |
| All | +300.3% | +96.6% | +203.6% | +258.1% |
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