+19.6%
CME vs ESTC
+1.6%
+18.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.4% |
| 7D | +4.8% | -15.9% | +20.7% | +5.2% |
| 30D | +14.2% | -5.5% | +19.7% | +14.2% |
| 3M | +17.9% | +26.2% | -8.3% | +17.7% |
| 6M | +7.2% | +77.0% | -69.8% | +6.8% |
| YTD | +16.7% | +18.9% | -2.1% | +14.8% |
| 1Y | +19.6% | +1.3% | +18.3% | +18.5% |
| All | +19.6% | +1.6% | +18.0% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 1y: compounded portfolio wealth divided by compounded ESTC 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…
1y analysis · Full analysis span regression · 6 months rolling