+71.0%
CME vs EAT
+361.6%
-290.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.4% | -0.4% |
| 7D | +0.9% | -2.6% | +3.6% | +1.0% |
| 30D | +13.2% | +11.5% | +1.7% | +12.8% |
| 3M | +16.3% | -9.1% | +25.4% | +16.5% |
| 6M | +7.1% | +40.4% | -33.3% | +6.2% |
| YTD | +15.8% | +43.9% | -28.1% | +14.4% |
| 1Y | +17.1% | +101.9% | -84.9% | +14.0% |
| 3Y | +63.2% | +489.9% | -426.7% | +44.1% |
| All | +71.0% | +361.6% | -290.6% | +56.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling