+303.4%
CME vs EFV
+163.3%
+140.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | +3.9% | +2.5% | +1.4% | +2.4% |
| 30D | +11.3% | +2.9% | +8.4% | +9.4% |
| 3M | +19.6% | -1.4% | +21.0% | +20.3% |
| 6M | +8.1% | +5.5% | +2.5% | +4.2% |
| YTD | +20.4% | +16.1% | +4.3% | +8.9% |
| 1Y | +16.5% | +20.3% | -3.8% | +3.0% |
| 3Y | +66.4% | +90.4% | -24.0% | +6.2% |
| 5Y | +74.5% | +93.5% | -19.0% | +8.5% |
| All | +303.4% | +163.3% | +140.1% | +75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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