+927.2%
CME vs EXPE
+727.6%
+199.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.9% | +4.4% | +0.6% |
| 7D | +0.9% | -9.3% | +10.2% | +2.6% |
| 30D | +13.2% | +0.1% | +13.0% | +12.5% |
| 3M | +16.3% | -15.3% | +31.6% | +19.5% |
| 6M | +7.1% | +5.5% | +1.7% | +4.0% |
| YTD | +15.8% | -8.0% | +23.8% | +14.2% |
| 1Y | +17.1% | +18.9% | -1.8% | +8.0% |
| 3Y | +63.2% | +135.5% | -72.4% | +20.6% |
| 5Y | +70.2% | +44.3% | +25.9% | +34.5% |
| 10Y | +337.0% | +117.7% | +219.3% | +172.3% |
| All | +927.2% | +727.6% | +199.6% | +153.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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