+299.5%
CME vs ES
+82.6%
+216.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | -0.6% | -0.1% | -0.5% | -0.6% |
| 30D | +8.5% | +5.7% | +2.8% | +6.4% |
| 3M | +16.0% | -2.8% | +18.8% | +17.0% |
| 6M | +9.3% | +7.0% | +2.4% | +6.5% |
| YTD | +15.3% | +6.8% | +8.5% | +11.9% |
| 1Y | +14.4% | -0.5% | +14.9% | +13.4% |
| 3Y | +59.9% | +47.2% | +12.7% | +33.0% |
| 5Y | +69.4% | +2.3% | +67.2% | +61.7% |
| 10Y | +299.5% | +85.6% | +213.9% | +269.2% |
| All | +299.5% | +82.6% | +216.9% | +269.2% |
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