+98.5%
CME vs TE
-79.9%
+178.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.5% | +7.4% | -0.2% |
| 7D | +2.7% | -13.6% | +16.3% | +2.6% |
| 30D | +13.5% | -37.7% | +51.1% | +13.3% |
| 3M | +20.9% | -59.8% | +80.7% | +20.5% |
| 6M | +11.5% | -66.3% | +77.8% | +10.8% |
| YTD | +19.5% | -70.5% | +90.0% | +18.7% |
| 1Y | +17.2% | -48.8% | +66.1% | +16.0% |
| 3Y | +65.1% | +31.3% | +33.8% | +59.1% |
| 5Y | +73.1% | -82.0% | +155.2% | +76.4% |
| All | +98.5% | -79.9% | +178.4% | +88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 10y: compounded portfolio wealth divided by compounded TE 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…
10y analysis · Full analysis span regression · 6 months rolling