+61.8%
CME vs TE
+11.3%
+50.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -9.6% | +11.1% | +1.3% |
| 7D | +1.7% | -26.9% | +28.5% | +1.0% |
| 30D | +10.2% | -38.9% | +49.1% | +9.2% |
| 3M | +17.8% | -61.0% | +78.8% | +15.9% |
| 6M | +11.0% | -66.4% | +77.4% | +9.2% |
| YTD | +17.0% | -69.0% | +86.1% | +15.4% |
| 1Y | +15.8% | -54.0% | +69.8% | +14.7% |
| 3Y | +61.8% | +38.0% | +23.8% | +66.3% |
| All | +61.8% | +11.3% | +50.5% | +66.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling