+297.1%
CME vs FE
+120.7%
+176.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | +1.7% | -0.5% | +2.2% | +1.8% |
| 30D | +10.2% | +4.3% | +5.9% | +8.6% |
| 3M | +17.8% | +0.4% | +17.4% | +17.5% |
| 6M | +11.0% | +6.9% | +4.0% | +8.3% |
| YTD | +17.0% | +8.0% | +9.0% | +13.6% |
| 1Y | +15.8% | +4.8% | +11.0% | +13.5% |
| 3Y | +61.8% | +49.0% | +12.8% | +38.6% |
| 5Y | +72.5% | +46.2% | +26.3% | +46.6% |
| All | +297.1% | +120.7% | +176.4% | +234.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 10y: compounded portfolio wealth divided by compounded FE 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…
10y analysis · Full analysis span regression · 6 months rolling