+53.5%
CME vs TE
-20.2%
+73.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +10.0% | -11.1% | -0.9% |
| 7D | -2.9% | +18.2% | -21.1% | -2.5% |
| 30D | +5.5% | -13.5% | +19.0% | +5.3% |
| 3M | +11.0% | -44.6% | +55.5% | +10.2% |
| 6M | -9.7% | -24.7% | +15.0% | -9.6% |
| YTD | +4.9% | -24.3% | +29.1% | +5.1% |
| 1Y | +10.1% | +155.6% | -145.5% | +12.9% |
| 3Y | +53.5% | -18.3% | +71.8% | +61.3% |
| All | +53.5% | -20.2% | +73.7% | +61.3% |
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