+282.1%
CME vs EL
+31.4%
+250.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.8% |
| 7D | -2.9% | +1.7% | -4.6% | -3.1% |
| 30D | +5.5% | +15.5% | -10.0% | +3.1% |
| 3M | +11.0% | +20.6% | -9.6% | +7.7% |
| 6M | -9.7% | +10.5% | -20.2% | -11.7% |
| YTD | +4.9% | -1.9% | +6.7% | +3.7% |
| 1Y | +10.1% | +16.1% | -6.0% | +5.4% |
| 3Y | +53.5% | -30.2% | +83.7% | +58.5% |
| 5Y | +77.2% | -67.4% | +144.5% | +122.4% |
| 10Y | +282.1% | +31.2% | +250.9% | +243.0% |
| All | +282.1% | +31.4% | +250.8% | +243.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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