+571.5%
CME vs ESI
+197.1%
+374.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.1% | -5.6% | -1.1% |
| 7D | -0.6% | -3.5% | +2.9% | -0.2% |
| 30D | +8.5% | -9.3% | +17.8% | +9.5% |
| 3M | +16.0% | -12.8% | +28.8% | +17.4% |
| 6M | +9.3% | -24.6% | +34.0% | +11.9% |
| YTD | +15.3% | +32.7% | -17.4% | +7.9% |
| 1Y | +14.4% | +20.3% | -5.9% | +8.5% |
| 3Y | +59.9% | +80.2% | -20.3% | +38.8% |
| 5Y | +69.4% | +40.0% | +29.5% | +51.4% |
| 10Y | +299.5% | +310.8% | -11.3% | +189.5% |
| All | +571.5% | +197.1% | +374.3% | +387.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling