+7,418.1%
CME vs EL
+966.0%
+6,452.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.7% | -1.0% |
| 7D | +0.9% | +0.8% | +0.1% | +0.6% |
| 30D | +13.2% | +16.5% | -3.3% | +8.5% |
| 3M | +16.3% | +29.2% | -12.9% | +7.5% |
| 6M | +7.1% | +27.9% | -20.8% | -1.2% |
| YTD | +15.8% | +6.2% | +9.6% | +10.1% |
| 1Y | +17.1% | +27.2% | -10.1% | +5.3% |
| 3Y | +63.2% | +3.2% | +59.9% | +43.8% |
| 5Y | +70.2% | -66.0% | +136.2% | +113.9% |
| 10Y | +337.0% | +58.3% | +278.7% | +177.5% |
| All | +7,418.1% | +966.0% | +6,452.1% | +2,176.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling