+76.2%
CME vs TE
-53.0%
+129.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.3% |
| 7D | -1.6% | -4.0% | +2.4% | -1.6% |
| 30D | +6.2% | -15.9% | +22.1% | +6.2% |
| 3M | +10.4% | -60.5% | +71.0% | +10.4% |
| 6M | -9.5% | -35.2% | +25.7% | -9.7% |
| YTD | +6.0% | -31.1% | +37.2% | +5.7% |
| 1Y | +9.3% | +148.6% | -139.4% | +7.8% |
| 3Y | +57.7% | -26.4% | +84.1% | +61.3% |
| 5Y | +77.7% | -48.0% | +125.7% | +78.9% |
| All | +76.2% | -53.0% | +129.2% | +67.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling