+300.3%
CME vs EFV
+162.4%
+137.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | +2.7% | +0.7% | +2.0% | +2.2% |
| 30D | +13.5% | +2.0% | +11.5% | +12.1% |
| 3M | +20.9% | -1.6% | +22.5% | +21.8% |
| 6M | +11.5% | +5.8% | +5.7% | +7.4% |
| YTD | +19.5% | +15.6% | +3.8% | +8.2% |
| 1Y | +17.2% | +19.0% | -1.7% | +4.3% |
| 3Y | +65.1% | +90.7% | -25.5% | +5.2% |
| 5Y | +73.1% | +92.8% | -19.7% | +7.8% |
| All | +300.3% | +162.4% | +137.9% | +74.5% |
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