+6,781.2%
CME vs ES
+1,052.2%
+5,729.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | 0.0% |
| 7D | -1.6% | +0.3% | -1.9% | -1.7% |
| 30D | +6.2% | -2.0% | +8.2% | +7.1% |
| 3M | +10.4% | +1.7% | +8.7% | +9.4% |
| 6M | -9.5% | -3.5% | -6.0% | -8.5% |
| YTD | +6.0% | +7.9% | -1.9% | +1.6% |
| 1Y | +9.3% | +17.2% | -7.9% | 0.0% |
| 3Y | +57.7% | +29.3% | +28.4% | +33.0% |
| 5Y | +77.7% | -5.7% | +83.4% | +72.2% |
| 10Y | +281.2% | +85.2% | +196.0% | +148.8% |
| All | +6,781.2% | +1,052.2% | +5,729.0% | +1,758.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling