+7,663.4%
CME vs ES
+1,057.4%
+6,606.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +1.6% |
| 7D | +2.5% | +0.1% | +2.4% | +2.4% |
| 30D | +13.9% | +6.7% | +7.2% | +10.6% |
| 3M | +22.4% | +0.3% | +22.0% | +22.0% |
| 6M | +12.9% | +7.4% | +5.5% | +8.9% |
| YTD | +19.6% | +8.4% | +11.2% | +14.2% |
| 1Y | +17.7% | +0.6% | +17.0% | +15.6% |
| 3Y | +65.3% | +50.6% | +14.7% | +29.9% |
| 5Y | +75.1% | +4.8% | +70.3% | +60.7% |
| 10Y | +305.8% | +93.1% | +212.7% | +159.5% |
| All | +7,663.4% | +1,057.4% | +6,606.0% | +1,989.6% |
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