+66.4%
CME vs ETR
+153.6%
-87.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.9% |
| 7D | +3.9% | +0.5% | +3.4% | +3.9% |
| 30D | +11.3% | +6.4% | +5.0% | +10.5% |
| 3M | +19.6% | +4.0% | +15.6% | +19.0% |
| 6M | +8.1% | -0.5% | +8.6% | +8.0% |
| YTD | +20.4% | +22.4% | -2.0% | +16.9% |
| 1Y | +16.5% | +19.9% | -3.4% | +13.5% |
| 3Y | +66.4% | +154.7% | -88.3% | +53.3% |
| All | +66.4% | +153.6% | -87.2% | +53.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling