+7,418.1%
CME vs EXC
+522.1%
+6,896.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.5% | +0.5% |
| 7D | +0.9% | -1.2% | +2.1% | +1.5% |
| 30D | +13.2% | +10.0% | +3.2% | +8.1% |
| 3M | +16.3% | +1.6% | +14.6% | +15.1% |
| 6M | +7.1% | +3.3% | +3.9% | +5.1% |
| YTD | +15.8% | +7.6% | +8.3% | +10.8% |
| 1Y | +17.1% | +3.5% | +13.6% | +14.0% |
| 3Y | +63.2% | +27.7% | +35.5% | +40.8% |
| 5Y | +70.2% | +41.1% | +29.1% | +36.4% |
| 10Y | +337.0% | +178.2% | +158.8% | +137.2% |
| All | +7,418.1% | +522.1% | +6,896.1% | +2,709.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling