+7,663.4%
CME vs FE
+325.9%
+7,337.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | +2.5% | -0.4% | +2.9% | +2.6% |
| 30D | +13.9% | +3.6% | +10.3% | +12.4% |
| 3M | +22.4% | +0.3% | +22.1% | +22.1% |
| 6M | +12.9% | +6.4% | +6.5% | +9.9% |
| YTD | +19.6% | +8.1% | +11.5% | +15.5% |
| 1Y | +17.7% | +4.6% | +13.1% | +15.1% |
| 3Y | +65.3% | +49.1% | +16.2% | +38.3% |
| 5Y | +75.1% | +46.1% | +29.0% | +45.3% |
| 10Y | +305.8% | +122.7% | +183.0% | +169.4% |
| All | +7,663.4% | +325.9% | +7,337.5% | +4,137.7% |
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