+288.0%
CME vs ES
+87.3%
+200.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | +1.7% | +0.9% | +0.8% | +1.3% |
| 30D | +10.2% | +5.9% | +4.3% | +7.9% |
| 3M | +17.8% | -1.0% | +18.8% | +18.1% |
| 6M | +11.0% | +7.2% | +3.8% | +8.0% |
| YTD | +17.0% | +7.0% | +10.1% | +13.5% |
| 1Y | +15.8% | +0.5% | +15.3% | +14.4% |
| 3Y | +61.8% | +48.7% | +13.1% | +33.9% |
| 5Y | +72.5% | +1.9% | +70.6% | +64.9% |
| 10Y | +288.0% | +89.2% | +198.8% | +247.8% |
| All | +288.0% | +87.3% | +200.7% | +247.8% |
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