+72.5%
CME vs TE
-81.4%
+153.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -9.6% | +11.1% | +1.4% |
| 7D | +1.7% | -26.9% | +28.5% | +1.4% |
| 30D | +10.2% | -38.9% | +49.1% | +9.8% |
| 3M | +17.8% | -61.0% | +78.8% | +17.1% |
| 6M | +11.0% | -66.4% | +77.4% | +10.1% |
| YTD | +17.0% | -69.0% | +86.1% | +16.2% |
| 1Y | +15.8% | -54.0% | +69.8% | +14.7% |
| 3Y | +61.8% | +38.0% | +23.8% | +57.6% |
| 5Y | +72.5% | -81.0% | +153.5% | +76.5% |
| All | +72.5% | -81.4% | +153.9% | +76.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling