+303.4%
CME vs EAT
+320.8%
-17.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | +3.9% | -4.0% | +7.9% | +4.4% |
| 30D | +11.3% | -2.9% | +14.2% | +11.5% |
| 3M | +19.6% | -16.9% | +36.4% | +21.4% |
| 6M | +8.1% | +57.0% | -48.9% | +2.5% |
| YTD | +20.4% | +38.2% | -17.8% | +14.9% |
| 1Y | +16.5% | +69.3% | -52.8% | +8.5% |
| 3Y | +66.4% | +483.0% | -416.5% | +28.1% |
| 5Y | +74.5% | +364.1% | -289.7% | +33.9% |
| All | +303.4% | +320.8% | -17.4% | +167.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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