+288.0%
CME vs ED
+136.7%
+151.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.2% |
| 7D | +1.7% | +2.1% | -0.5% | +0.8% |
| 30D | +10.2% | +12.4% | -2.3% | +5.0% |
| 3M | +17.8% | +13.1% | +4.7% | +11.9% |
| 6M | +11.0% | +14.1% | -3.1% | +5.1% |
| YTD | +17.0% | +23.1% | -6.0% | +7.2% |
| 1Y | +15.8% | +25.4% | -9.6% | +5.1% |
| 3Y | +61.8% | +47.9% | +13.9% | +35.9% |
| 5Y | +72.5% | +81.9% | -9.4% | +30.0% |
| 10Y | +288.0% | +141.3% | +146.7% | +186.8% |
| All | +288.0% | +136.7% | +151.3% | +186.8% |
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