+6,781.2%
CME vs EXC
+495.1%
+6,286.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.2% |
| 7D | -1.6% | +0.3% | -1.9% | -1.7% |
| 30D | +6.2% | -3.7% | +10.0% | +8.1% |
| 3M | +10.4% | -1.3% | +11.7% | +10.9% |
| 6M | -9.5% | -9.7% | +0.2% | -5.3% |
| YTD | +6.0% | +2.9% | +3.1% | +3.8% |
| 1Y | +9.3% | +4.4% | +4.9% | +6.0% |
| 3Y | +57.7% | +22.2% | +35.4% | +38.9% |
| 5Y | +77.7% | +46.7% | +31.0% | +39.4% |
| 10Y | +281.2% | +155.3% | +125.9% | +115.7% |
| All | +6,781.2% | +495.1% | +6,286.1% | +2,530.9% |
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