+305.8%
CME vs ETR
+374.5%
-68.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.1% |
| 7D | +2.5% | +0.1% | +2.4% | +2.4% |
| 30D | +13.9% | +7.7% | +6.2% | +10.7% |
| 3M | +22.4% | +5.7% | +16.7% | +19.6% |
| 6M | +12.9% | -0.3% | +13.2% | +12.6% |
| YTD | +19.6% | +23.4% | -3.7% | +8.7% |
| 1Y | +17.7% | +18.5% | -0.8% | +8.7% |
| 3Y | +65.3% | +155.6% | -90.2% | +5.6% |
| 5Y | +75.1% | +158.7% | -83.6% | +8.2% |
| 10Y | +305.8% | +377.8% | -72.0% | +135.7% |
| All | +305.8% | +374.5% | -68.7% | +135.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 10y: compounded portfolio wealth divided by compounded ETR 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…
10y analysis · Full analysis span regression · 6 months rolling