+288.0%
CME vs EAT
+328.6%
-40.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.1% | +5.6% | +1.9% |
| 7D | +1.7% | -5.9% | +7.6% | +2.2% |
| 30D | +10.2% | +0.7% | +9.5% | +9.9% |
| 3M | +17.8% | -14.2% | +32.0% | +19.2% |
| 6M | +11.0% | +40.7% | -29.7% | +6.4% |
| YTD | +17.0% | +36.0% | -18.9% | +11.9% |
| 1Y | +15.8% | +83.1% | -67.3% | +6.9% |
| 3Y | +61.8% | +474.8% | -413.0% | +24.7% |
| 5Y | +72.5% | +347.6% | -275.1% | +33.0% |
| 10Y | +288.0% | +321.5% | -33.5% | +151.3% |
| All | +288.0% | +328.6% | -40.6% | +151.3% |
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