+79.1%
CME vs ES
-5.6%
+84.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | -1.6% | +0.3% | -1.9% | -1.6% |
| 30D | +6.2% | -2.0% | +8.2% | +6.6% |
| 3M | +10.4% | +1.7% | +8.7% | +10.0% |
| 6M | -9.5% | -3.5% | -6.0% | -9.1% |
| YTD | +6.0% | +7.9% | -1.9% | +4.2% |
| 1Y | +9.3% | +17.2% | -7.9% | +5.2% |
| 3Y | +57.7% | +29.3% | +28.4% | +47.7% |
| All | +79.1% | -5.6% | +84.7% | +79.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling