+6,781.2%
CME vs FE
+323.9%
+6,457.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | 0.0% |
| 7D | -1.6% | +1.9% | -3.5% | -2.3% |
| 30D | +6.2% | -1.2% | +7.4% | +6.7% |
| 3M | +10.4% | +3.5% | +6.9% | +8.8% |
| 6M | -9.5% | -6.1% | -3.5% | -7.5% |
| YTD | +6.0% | +7.6% | -1.6% | +2.6% |
| 1Y | +9.3% | +11.9% | -2.6% | +4.0% |
| 3Y | +57.7% | +48.4% | +9.2% | +32.0% |
| 5Y | +77.7% | +44.8% | +32.9% | +47.9% |
| 10Y | +281.2% | +115.9% | +165.4% | +155.3% |
| All | +6,781.2% | +323.9% | +6,457.3% | +3,664.7% |
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