+282.1%
CME vs FE
+113.1%
+169.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | -2.9% | +0.6% | -3.5% | -3.1% |
| 30D | +5.5% | -2.1% | +7.7% | +6.2% |
| 3M | +11.0% | +2.6% | +8.3% | +9.9% |
| 6M | -9.7% | -6.8% | -2.9% | -7.7% |
| YTD | +4.9% | +6.9% | -2.0% | +2.3% |
| 1Y | +10.1% | +11.6% | -1.5% | +5.7% |
| 3Y | +53.5% | +47.7% | +5.8% | +32.4% |
| 5Y | +77.2% | +46.2% | +31.0% | +51.4% |
| 10Y | +282.1% | +109.2% | +173.0% | +225.1% |
| All | +282.1% | +113.1% | +169.0% | +225.1% |
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