+60.6%
CME vs EL
-1.2%
+61.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.7% | -0.4% |
| 7D | +0.9% | +0.8% | +0.1% | +0.9% |
| 30D | +13.2% | +16.5% | -3.3% | +13.3% |
| 3M | +16.3% | +29.2% | -12.9% | +16.6% |
| 6M | +7.1% | +27.9% | -20.8% | +7.5% |
| YTD | +15.8% | +6.2% | +9.6% | +16.0% |
| 1Y | +17.1% | +27.2% | -10.1% | +17.4% |
| All | +60.6% | -1.2% | +61.9% | +69.5% |
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