+71.0%
CME vs FE
+42.2%
+28.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.1% |
| 7D | +0.9% | -1.0% | +1.9% | +1.2% |
| 30D | +13.2% | +4.1% | +9.0% | +12.0% |
| 3M | +16.3% | -1.0% | +17.3% | +16.5% |
| 6M | +7.1% | +4.0% | +3.1% | +6.0% |
| YTD | +15.8% | +6.8% | +9.0% | +13.7% |
| 1Y | +17.1% | +5.3% | +11.8% | +15.3% |
| 3Y | +63.2% | +44.6% | +18.6% | +47.5% |
| All | +71.0% | +42.2% | +28.8% | +50.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling