+9.5%
CME vs TE
+136.1%
-126.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.7% | +6.5% | -0.4% |
| 7D | -2.4% | +0.9% | -3.3% | -2.3% |
| 30D | +6.2% | -16.3% | +22.5% | +5.9% |
| 3M | +4.4% | -40.8% | +45.1% | +3.8% |
| 6M | -9.6% | -42.6% | +33.0% | -9.9% |
| YTD | +3.8% | -31.4% | +35.2% | +3.1% |
| 1Y | +9.5% | +144.9% | -135.4% | +6.7% |
| All | +9.5% | +136.1% | -126.5% | +6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling