+63.2%
CME vs TPR
+407.4%
-344.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.5% |
| 7D | +0.9% | +14.2% | -13.3% | +1.5% |
| 30D | +13.2% | +17.1% | -3.9% | +13.9% |
| 3M | +16.3% | -17.7% | +34.0% | +15.3% |
| 6M | +7.1% | -10.2% | +17.3% | +6.8% |
| YTD | +15.8% | +4.9% | +10.9% | +16.5% |
| 1Y | +17.1% | +36.1% | -19.1% | +19.3% |
| 3Y | +63.2% | +416.5% | -353.3% | +87.9% |
| All | +63.2% | +407.4% | -344.2% | +87.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling