+66.4%
CME vs FE
+50.7%
+15.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.5% |
| 7D | +3.9% | +1.2% | +2.7% | +3.7% |
| 30D | +11.3% | +4.5% | +6.8% | +10.2% |
| 3M | +19.6% | +1.3% | +18.2% | +19.1% |
| 6M | +8.1% | +8.7% | -0.6% | +6.1% |
| YTD | +20.4% | +9.2% | +11.2% | +18.0% |
| 1Y | +16.5% | +7.0% | +9.5% | +14.7% |
| 3Y | +66.4% | +51.4% | +15.1% | +62.6% |
| All | +66.4% | +50.7% | +15.8% | +62.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling