+6,706.3%
CME vs EQT
+675.4%
+6,030.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -2.9% | -0.8% | -2.0% | -2.7% |
| 30D | +5.5% | +6.6% | -1.1% | +4.1% |
| 3M | +11.0% | +4.4% | +6.6% | +9.9% |
| 6M | -9.7% | -10.5% | +0.8% | -8.0% |
| YTD | +4.9% | +3.7% | +1.1% | +3.4% |
| 1Y | +10.1% | +9.9% | +0.2% | +6.9% |
| 3Y | +53.5% | +35.4% | +18.2% | +38.6% |
| 5Y | +77.2% | +189.2% | -112.0% | +26.7% |
| 10Y | +282.1% | +50.7% | +231.5% | +188.9% |
| All | +6,706.3% | +675.4% | +6,030.9% | +1,858.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 EQT 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