+61.8%
CME vs TPR
+419.9%
-358.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.5% |
| 7D | +1.7% | +12.1% | -10.4% | +2.1% |
| 30D | +10.2% | +16.7% | -6.5% | +10.9% |
| 3M | +17.8% | -17.4% | +35.2% | +16.8% |
| 6M | +11.0% | +2.3% | +8.7% | +11.3% |
| YTD | +17.0% | +7.1% | +9.9% | +17.8% |
| 1Y | +15.8% | +29.5% | -13.7% | +17.8% |
| 3Y | +61.8% | +415.0% | -353.3% | +90.4% |
| All | +61.8% | +419.9% | -358.1% | +90.4% |
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