+75.1%
CME vs ES
+3.8%
+71.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +1.9% |
| 7D | +2.5% | +0.1% | +2.4% | +2.4% |
| 30D | +13.9% | +6.7% | +7.2% | +12.4% |
| 3M | +22.4% | +0.3% | +22.0% | +22.2% |
| 6M | +12.9% | +7.4% | +5.5% | +11.2% |
| YTD | +19.6% | +8.4% | +11.2% | +17.3% |
| 1Y | +17.7% | +0.6% | +17.0% | +16.9% |
| 3Y | +65.3% | +50.6% | +14.7% | +48.3% |
| 5Y | +75.1% | +4.8% | +70.3% | +71.8% |
| All | +75.1% | +3.8% | +71.3% | +71.8% |
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 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