+282.1%
CME vs EXC
+154.0%
+128.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.4% |
| 7D | -2.9% | +1.2% | -4.1% | -3.4% |
| 30D | +5.5% | -2.7% | +8.2% | +6.7% |
| 3M | +11.0% | -1.0% | +11.9% | +11.2% |
| 6M | -9.7% | -9.3% | -0.4% | -6.2% |
| YTD | +4.9% | +3.6% | +1.2% | +2.6% |
| 1Y | +10.1% | +5.9% | +4.2% | +6.5% |
| 3Y | +53.5% | +21.3% | +32.2% | +37.8% |
| 5Y | +77.2% | +46.2% | +31.0% | +41.7% |
| 10Y | +282.1% | +151.5% | +130.7% | +168.0% |
| All | +282.1% | +154.0% | +128.1% | +168.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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