+77.2%
CME vs EXE
+106.6%
-29.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.1% |
| 7D | -2.9% | -1.8% | -1.1% | -2.7% |
| 30D | +5.5% | +6.4% | -0.9% | +4.9% |
| 3M | +11.0% | +9.2% | +1.7% | +9.9% |
| 6M | -9.7% | -7.0% | -2.7% | -9.3% |
| YTD | +4.9% | -9.5% | +14.3% | +5.4% |
| 1Y | +10.1% | +6.2% | +3.9% | +8.7% |
| 3Y | +53.5% | +20.7% | +32.8% | +48.9% |
| 5Y | +77.2% | +103.6% | -26.5% | +60.0% |
| All | +77.2% | +106.6% | -29.5% | +60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling