+283.7%
CME vs EAT
+385.7%
-102.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.3% | -0.7% |
| 7D | -2.9% | -4.9% | +2.0% | -2.4% |
| 30D | +5.5% | -1.2% | +6.7% | +5.5% |
| 3M | +11.0% | +52.2% | -41.3% | +6.0% |
| 6M | -9.7% | +65.0% | -74.7% | -15.0% |
| YTD | +4.9% | +55.0% | -50.2% | -0.8% |
| 1Y | +10.1% | +42.1% | -32.0% | +4.7% |
| 3Y | +53.5% | +614.7% | -561.2% | +15.2% |
| 5Y | +77.2% | +322.7% | -245.6% | +38.4% |
| All | +283.7% | +385.7% | -102.1% | +153.1% |
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