+300.7%
CME vs ED
+143.4%
+157.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | +2.5% | -0.9% | +3.4% | +2.8% |
| 30D | +13.9% | +11.2% | +2.7% | +9.1% |
| 3M | +22.4% | +11.8% | +10.6% | +16.8% |
| 6M | +12.9% | +14.1% | -1.2% | +6.9% |
| YTD | +19.6% | +23.0% | -3.4% | +9.6% |
| 1Y | +17.7% | +23.7% | -6.0% | +7.5% |
| 3Y | +65.3% | +47.7% | +17.6% | +39.0% |
| 5Y | +75.1% | +82.6% | -7.5% | +31.7% |
| All | +300.7% | +143.4% | +157.3% | +196.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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