+300.3%
CME vs EW
+249.9%
+50.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +2.7% | +4.9% | -2.3% | +1.6% |
| 30D | +13.5% | +24.1% | -10.6% | +8.0% |
| 3M | +20.9% | +13.7% | +7.2% | +17.2% |
| 6M | +11.5% | +32.7% | -21.2% | +4.0% |
| YTD | +19.5% | +24.1% | -4.6% | +12.8% |
| 1Y | +17.2% | +23.6% | -6.4% | +10.7% |
| 3Y | +65.1% | +64.8% | +0.4% | +37.4% |
| 5Y | +73.1% | -8.8% | +81.9% | +69.2% |
| All | +300.3% | +249.9% | +50.4% | +171.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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