+65.2%
CME vs ESTC
+16.0%
+49.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -0.1% |
| 7D | +2.7% | +5.8% | -3.1% | +2.7% |
| 30D | +13.5% | -5.6% | +19.1% | +13.4% |
| 3M | +20.9% | +15.4% | +5.5% | +21.2% |
| 6M | +11.5% | +77.8% | -66.3% | +12.7% |
| YTD | +19.5% | +18.1% | +1.4% | +19.6% |
| 1Y | +17.2% | -3.7% | +20.9% | +17.0% |
| All | +65.2% | +16.0% | +49.2% | +63.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling