+63.2%
CME vs ED
+44.5%
+18.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +1.9% | +0.4% |
| 7D | +0.9% | +1.6% | -0.7% | +0.3% |
| 30D | +13.2% | +13.3% | -0.1% | +8.6% |
| 3M | +16.3% | +9.7% | +6.6% | +12.6% |
| 6M | +7.1% | +12.8% | -5.6% | +2.9% |
| YTD | +15.8% | +22.3% | -6.5% | +8.3% |
| 1Y | +17.1% | +26.3% | -9.2% | +8.2% |
| 3Y | +63.2% | +45.0% | +18.1% | +51.5% |
| All | +63.2% | +44.5% | +18.6% | +51.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling