+19.6%
CME vs EXE
-18.4%
+38.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.9% | +4.3% | +1.6% |
| 7D | +4.8% | -4.7% | +9.5% | +5.2% |
| 30D | +14.2% | +1.0% | +13.1% | +14.0% |
| 3M | +17.9% | -5.6% | +23.6% | +18.3% |
| 6M | +7.2% | -12.3% | +19.6% | +7.3% |
| YTD | +16.7% | -19.5% | +36.2% | +16.0% |
| 1Y | +19.6% | -18.9% | +38.4% | +18.5% |
| All | +19.6% | -18.4% | +38.0% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 1y: compounded portfolio wealth divided by compounded EXE 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…
1y analysis · Full analysis span regression · 6 months rolling