+75.1%
CME vs ETR
+158.0%
-82.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +12.2% |
| 3M | +22.4% | +5.7% | +16.7% | +20.9% |
| 6M | +12.9% | -0.3% | +13.2% | +12.8% |
| YTD | +19.6% | +23.4% | -3.7% | +13.8% |
| 1Y | +17.7% | +18.5% | -0.8% | +12.9% |
| 3Y | +65.3% | +155.6% | -90.2% | +28.8% |
| 5Y | +75.1% | +158.7% | -83.6% | +33.2% |
| All | +75.1% | +158.0% | -82.9% | +33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling