+10.1%
CME vs ED
+14.2%
-4.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.4% |
| 7D | -2.9% | +0.5% | -3.4% | -3.1% |
| 30D | +5.5% | +1.1% | +4.4% | +5.1% |
| 3M | +11.0% | +4.6% | +6.3% | +9.1% |
| 6M | -9.7% | -2.0% | -7.7% | -9.6% |
| YTD | +4.9% | +11.7% | -6.8% | +1.2% |
| 1Y | +10.1% | +15.7% | -5.7% | +4.8% |
| All | +10.1% | +14.2% | -4.2% | +4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling