+278.8%
CME vs ESI
+308.3%
-29.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.1% |
| 7D | -1.1% | +3.9% | -5.0% | -1.7% |
| 30D | +4.2% | -3.8% | +8.0% | +4.7% |
| 3M | +7.3% | -13.1% | +20.5% | +8.9% |
| 6M | -11.4% | +11.3% | -22.7% | -15.1% |
| YTD | +3.5% | +44.1% | -40.6% | -6.3% |
| 1Y | +8.6% | +40.3% | -31.7% | -1.7% |
| 3Y | +51.6% | +84.1% | -32.5% | +24.1% |
| 5Y | +75.3% | +75.8% | -0.5% | +41.6% |
| 10Y | +278.8% | +320.7% | -41.9% | +115.0% |
| All | +278.8% | +308.3% | -29.5% | +115.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling