+280.6%
CME vs ESI
+308.3%
-27.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.6% |
| 7D | -0.6% | +3.9% | -4.6% | -1.3% |
| 30D | +4.7% | -3.8% | +8.5% | +5.2% |
| 3M | +7.8% | -13.1% | +21.0% | +9.4% |
| 6M | -11.0% | +11.3% | -22.3% | -14.7% |
| YTD | +4.0% | +44.1% | -40.1% | -5.9% |
| 1Y | +9.1% | +40.3% | -31.2% | -1.2% |
| 3Y | +52.3% | +84.1% | -31.8% | +24.7% |
| 5Y | +76.1% | +75.8% | +0.3% | +42.2% |
| 10Y | +280.6% | +320.7% | -40.1% | +116.0% |
| All | +280.6% | +308.3% | -27.7% | +116.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded ESI 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling