+7,451.3%
CME vs FE
+326.9%
+7,124.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.2% | -0.3% |
| 7D | +3.7% | +0.6% | +3.1% | +3.4% |
| 30D | +13.7% | +6.4% | +7.3% | +11.0% |
| 3M | +16.6% | -0.5% | +17.0% | +16.7% |
| 6M | +8.2% | +4.7% | +3.4% | +6.0% |
| YTD | +16.3% | +8.4% | +8.0% | +12.3% |
| 1Y | +19.1% | +7.2% | +11.9% | +15.3% |
| 3Y | +67.4% | +44.9% | +22.5% | +41.6% |
| 5Y | +71.0% | +46.3% | +24.7% | +41.8% |
| 10Y | +338.9% | +110.3% | +228.7% | +198.0% |
| All | +7,451.3% | +326.9% | +7,124.4% | +4,018.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling