+874.5%
CME vs EFV
+258.8%
+615.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | -0.2% |
| 7D | -1.6% | +1.5% | -3.1% | -2.7% |
| 30D | +6.2% | +1.7% | +4.5% | +4.8% |
| 3M | +10.4% | +8.6% | +1.8% | +3.2% |
| 6M | -9.5% | +11.7% | -21.2% | -17.9% |
| YTD | +6.0% | +19.3% | -13.3% | -8.9% |
| 1Y | +9.3% | +30.2% | -20.9% | -12.7% |
| 3Y | +57.7% | +91.6% | -33.9% | -10.4% |
| 5Y | +77.7% | +96.4% | -18.7% | -3.3% |
| 10Y | +281.2% | +166.5% | +114.8% | +55.7% |
| All | +874.5% | +258.8% | +615.6% | +200.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling