+303.4%
CME vs TPR
+364.3%
-60.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +0.9% | +0.8% |
| 7D | +3.9% | -0.3% | +4.2% | +4.0% |
| 30D | +11.3% | +15.1% | -3.8% | +9.2% |
| 3M | +19.6% | +3.5% | +16.0% | +18.8% |
| 6M | +8.1% | +0.4% | +7.6% | +7.3% |
| YTD | +20.4% | +4.6% | +15.8% | +18.1% |
| 1Y | +16.5% | +33.1% | -16.6% | +10.4% |
| 3Y | +66.4% | +396.0% | -329.5% | +23.3% |
| 5Y | +74.5% | +230.3% | -155.8% | +35.2% |
| All | +303.4% | +364.3% | -60.9% | +147.9% |
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