+17.2%
CME vs EW
+24.1%
-6.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +2.7% | +4.9% | -2.3% | +2.8% |
| 30D | +13.5% | +24.1% | -10.6% | +13.9% |
| 3M | +20.9% | +13.7% | +7.2% | +21.0% |
| 6M | +11.5% | +32.7% | -21.2% | +11.5% |
| YTD | +19.5% | +24.1% | -4.6% | +19.3% |
| 1Y | +17.2% | +23.6% | -6.4% | +17.1% |
| All | +17.2% | +24.1% | -6.9% | +17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling