+6,781.2%
CME vs ED
+652.2%
+6,129.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.1% | +0.5% |
| 7D | -1.6% | -0.2% | -1.4% | -1.5% |
| 30D | +6.2% | -0.1% | +6.4% | +6.3% |
| 3M | +10.4% | +3.9% | +6.5% | +8.0% |
| 6M | -9.5% | -3.0% | -6.5% | -8.2% |
| YTD | +6.0% | +10.7% | -4.7% | -0.1% |
| 1Y | +9.3% | +13.3% | -4.1% | +1.5% |
| 3Y | +57.7% | +34.5% | +23.2% | +30.9% |
| 5Y | +77.7% | +67.1% | +10.5% | +26.7% |
| 10Y | +281.2% | +103.0% | +178.2% | +126.2% |
| All | +6,781.2% | +652.2% | +6,129.0% | +1,382.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling