+79.1%
CME vs EW
-25.6%
+104.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -1.6% | -0.3% | -1.2% | -1.5% |
| 30D | +6.2% | +1.0% | +5.2% | +6.1% |
| 3M | +10.4% | +2.8% | +7.6% | +10.0% |
| 6M | -9.5% | +5.5% | -15.0% | -10.3% |
| YTD | +6.0% | +5.5% | +0.6% | +5.1% |
| 1Y | +9.3% | +11.0% | -1.8% | +7.6% |
| 3Y | +57.7% | +17.7% | +40.0% | +49.9% |
| All | +79.1% | -25.6% | +104.7% | +86.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling