+282.1%
CME vs EW
+124.3%
+157.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.4% | -0.3% |
| 7D | -2.9% | -4.4% | +1.6% | -1.9% |
| 30D | +5.5% | -3.3% | +8.9% | +6.2% |
| 3M | +11.0% | +1.0% | +10.0% | +10.5% |
| 6M | -9.7% | +6.2% | -15.9% | -11.4% |
| YTD | +4.9% | +1.7% | +3.1% | +3.8% |
| 1Y | +10.1% | +8.1% | +2.0% | +7.2% |
| 3Y | +53.5% | +17.1% | +36.4% | +40.1% |
| 5Y | +77.2% | -29.4% | +106.5% | +84.2% |
| 10Y | +282.1% | +121.7% | +160.4% | +185.8% |
| All | +282.1% | +124.3% | +157.8% | +185.8% |
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