+303.4%
CME vs EW
+254.3%
+49.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.5% |
| 7D | +3.9% | +4.9% | -1.0% | +2.8% |
| 30D | +11.3% | +23.9% | -12.6% | +6.0% |
| 3M | +19.6% | +15.8% | +3.8% | +15.4% |
| 6M | +8.1% | +31.7% | -23.6% | +1.0% |
| YTD | +20.4% | +25.7% | -5.3% | +13.3% |
| 1Y | +16.5% | +24.4% | -7.9% | +9.9% |
| 3Y | +66.4% | +65.9% | +0.6% | +38.4% |
| 5Y | +74.5% | -7.6% | +82.1% | +70.0% |
| All | +303.4% | +254.3% | +49.1% | +173.3% |
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