+66.4%
CME vs ET
+84.2%
-17.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +3.9% | +2.5% | +1.4% | +3.8% |
| 30D | +11.3% | -2.5% | +13.8% | +11.5% |
| 3M | +19.6% | -4.9% | +24.4% | +19.8% |
| 6M | +8.1% | -0.1% | +8.2% | +8.0% |
| YTD | +20.4% | +26.2% | -5.8% | +20.3% |
| 1Y | +16.5% | +25.2% | -8.7% | +16.4% |
| 3Y | +66.4% | +84.2% | -17.7% | +59.8% |
| All | +66.4% | +84.2% | -17.7% | +59.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling