+6,781.2%
CME vs EW
+4,081.4%
+2,699.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.9% |
| 3M | +10.4% | +2.8% | +7.6% | +9.3% |
| 6M | -9.5% | +5.5% | -15.0% | -11.4% |
| YTD | +6.0% | +5.5% | +0.6% | +3.7% |
| 1Y | +9.3% | +11.0% | -1.8% | +5.1% |
| 3Y | +57.7% | +17.7% | +40.0% | +42.4% |
| 5Y | +77.7% | -25.7% | +103.4% | +79.6% |
| 10Y | +281.2% | +132.8% | +148.4% | +159.6% |
| All | +6,781.2% | +4,081.4% | +2,699.8% | +1,509.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling