+104.9%
CME vs ESTC
+26.3%
+78.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.7% | +2.6% | -0.8% |
| 7D | -2.9% | -4.3% | +1.4% | -2.6% |
| 30D | +5.5% | +17.7% | -12.2% | +4.2% |
| 3M | +11.0% | +42.3% | -31.3% | +8.2% |
| 6M | -9.7% | +64.6% | -74.3% | -13.0% |
| YTD | +4.9% | +17.2% | -12.3% | +3.0% |
| 1Y | +10.1% | -4.2% | +14.3% | +9.4% |
| 3Y | +53.5% | +13.5% | +40.0% | +45.3% |
| 5Y | +77.2% | -45.5% | +122.7% | +74.5% |
| All | +104.9% | +26.3% | +78.6% | +56.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling