+66.4%
CME vs EL
+3.0%
+63.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.8% |
| 7D | +3.9% | +1.5% | +2.4% | +4.0% |
| 30D | +11.3% | +10.0% | +1.3% | +11.4% |
| 3M | +19.6% | +28.4% | -8.9% | +19.9% |
| 6M | +8.1% | +37.1% | -29.0% | +8.5% |
| YTD | +20.4% | +7.8% | +12.6% | +20.6% |
| 1Y | +16.5% | +26.0% | -9.5% | +16.8% |
| 3Y | +66.4% | +3.8% | +62.6% | +76.0% |
| All | +66.4% | +3.0% | +63.5% | +76.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling