+79.1%
CME vs ESTC
-46.4%
+125.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.5% | +4.2% | -0.1% |
| 7D | -1.6% | -8.1% | +6.5% | -1.3% |
| 30D | +6.2% | +31.7% | -25.4% | +5.2% |
| 3M | +10.4% | +41.1% | -30.6% | +9.0% |
| 6M | -9.5% | +77.1% | -86.6% | -11.5% |
| YTD | +6.0% | +21.7% | -15.7% | +4.9% |
| 1Y | +9.3% | +8.4% | +0.9% | +8.4% |
| 3Y | +57.7% | +23.6% | +34.0% | +51.0% |
| All | +79.1% | -46.4% | +125.5% | +72.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling