+107.2%
CME vs ESTC
+31.2%
+76.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.5% | +4.2% | 0.0% |
| 7D | -1.6% | -8.1% | +6.5% | -1.1% |
| 30D | +6.2% | +31.7% | -25.4% | +4.2% |
| 3M | +10.4% | +41.1% | -30.6% | +7.7% |
| 6M | -9.5% | +77.1% | -86.6% | -13.3% |
| YTD | +6.0% | +21.7% | -15.7% | +3.9% |
| 1Y | +9.3% | +8.4% | +0.9% | +7.7% |
| 3Y | +57.7% | +23.6% | +34.0% | +48.1% |
| 5Y | +77.7% | -46.5% | +124.2% | +75.8% |
| All | +107.2% | +31.2% | +76.0% | +58.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling