+17.7%
CME vs ES
+1.2%
+16.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +2.0% |
| 7D | +2.5% | +0.1% | +2.4% | +2.4% |
| 30D | +13.9% | +6.7% | +7.2% | +12.7% |
| 3M | +22.4% | +0.3% | +22.0% | +22.0% |
| 6M | +12.9% | +7.4% | +5.5% | +11.9% |
| YTD | +19.6% | +8.4% | +11.2% | +17.9% |
| 1Y | +17.7% | +0.6% | +17.0% | +17.2% |
| All | +17.7% | +1.2% | +16.5% | +17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling