+10.1%
CME vs EW
+7.6%
+2.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.4% | -1.1% |
| 7D | -2.9% | -4.4% | +1.6% | -2.9% |
| 30D | +5.5% | -3.3% | +8.9% | +5.5% |
| 3M | +11.0% | +1.0% | +10.0% | +10.9% |
| 6M | -9.7% | +6.2% | -15.9% | -10.0% |
| YTD | +4.9% | +1.7% | +3.1% | +4.9% |
| 1Y | +10.1% | +8.1% | +2.0% | +10.7% |
| All | +10.1% | +7.6% | +2.4% | +10.7% |
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