+272.2%
CME vs EFV
+167.0%
+105.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -2.4% | -2.0% | -0.4% | -1.2% |
| 30D | +6.2% | -0.2% | +6.4% | +6.3% |
| 3M | +4.4% | +9.1% | -4.8% | -1.0% |
| 6M | -9.6% | +11.7% | -21.3% | -15.9% |
| YTD | +3.8% | +17.0% | -13.3% | -6.4% |
| 1Y | +9.5% | +26.7% | -17.2% | -6.1% |
| 3Y | +51.9% | +90.2% | -38.2% | -2.6% |
| 5Y | +78.7% | +96.1% | -17.4% | +10.4% |
| All | +272.2% | +167.0% | +105.2% | +68.3% |
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