+6,781.2%
CME vs EAT
+1,635.3%
+5,145.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | -1.6% | 0.0% | -1.6% | -1.6% |
| 30D | +6.2% | +1.9% | +4.4% | +5.7% |
| 3M | +10.4% | +68.7% | -58.2% | -0.3% |
| 6M | -9.5% | +66.9% | -76.4% | -19.0% |
| YTD | +6.0% | +60.4% | -54.4% | -4.7% |
| 1Y | +9.3% | +44.0% | -34.7% | -0.5% |
| 3Y | +57.7% | +604.7% | -547.0% | -1.5% |
| 5Y | +77.7% | +347.0% | -269.3% | +15.7% |
| 10Y | +281.2% | +390.8% | -109.5% | +102.9% |
| All | +6,781.2% | +1,635.3% | +5,145.8% | +2,137.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling