+19.6%
CME vs ET
+24.7%
-5.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.5% | +4.9% | +2.2% |
| 7D | +4.8% | -6.0% | +10.9% | +6.4% |
| 30D | +14.2% | -6.1% | +20.2% | +15.9% |
| 3M | +17.9% | -2.7% | +20.6% | +18.5% |
| 6M | +7.2% | +0.2% | +7.0% | +6.8% |
| YTD | +16.7% | +24.3% | -7.6% | +13.0% |
| 1Y | +19.6% | +26.4% | -6.8% | +15.7% |
| All | +19.6% | +24.7% | -5.2% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 1y: compounded portfolio wealth divided by compounded ET 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…
1y analysis · Full analysis span regression · 6 months rolling