+79.1%
CME vs EXC
+47.1%
+32.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | 0.0% |
| 7D | -1.6% | +0.3% | -1.9% | -1.7% |
| 30D | +6.2% | -3.7% | +10.0% | +7.4% |
| 3M | +10.4% | -1.3% | +11.7% | +10.7% |
| 6M | -9.5% | -9.7% | +0.2% | -7.0% |
| YTD | +6.0% | +2.9% | +3.1% | +4.8% |
| 1Y | +9.3% | +4.4% | +4.9% | +7.4% |
| 3Y | +57.7% | +22.2% | +35.4% | +47.6% |
| All | +79.1% | +47.1% | +32.0% | +58.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling