+328.9%
CME vs TPR
+383.4%
-54.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.3% |
| 7D | +0.9% | +14.2% | -13.3% | -0.8% |
| 30D | +13.2% | +17.1% | -3.9% | +10.8% |
| 3M | +16.3% | -17.7% | +34.0% | +18.7% |
| 6M | +7.1% | -10.2% | +17.3% | +7.8% |
| YTD | +15.8% | +4.9% | +10.9% | +13.6% |
| 1Y | +17.1% | +36.1% | -19.1% | +10.6% |
| 3Y | +63.2% | +416.5% | -353.3% | +19.9% |
| 5Y | +70.2% | +254.8% | -184.6% | +29.9% |
| All | +328.9% | +383.4% | -54.5% | +158.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 10y: compounded portfolio wealth divided by compounded TPR 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…
10y analysis · Full analysis span regression · 6 months rolling