+288.0%
CME vs EW
+234.0%
+54.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.7% |
| 7D | +1.7% | +9.3% | -7.6% | -0.4% |
| 30D | +10.2% | +22.1% | -11.9% | +5.2% |
| 3M | +17.8% | +13.0% | +4.8% | +14.3% |
| 6M | +11.0% | +30.1% | -19.1% | +4.0% |
| YTD | +17.0% | +22.0% | -5.0% | +10.9% |
| 1Y | +15.8% | +23.7% | -7.9% | +9.3% |
| 3Y | +61.8% | +62.0% | -0.2% | +35.2% |
| 5Y | +72.5% | -12.4% | +84.9% | +70.6% |
| 10Y | +288.0% | +236.1% | +51.9% | +169.9% |
| All | +288.0% | +234.0% | +54.0% | +169.9% |
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