+79.1%
CME vs TPR
+239.8%
-160.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.6% | -2.3% | +0.7% | -1.5% |
| 30D | +6.2% | -23.0% | +29.2% | +7.0% |
| 3M | +10.4% | -12.5% | +22.9% | +10.7% |
| 6M | -9.5% | -21.4% | +11.9% | -9.0% |
| YTD | +6.0% | -3.5% | +9.5% | +5.7% |
| 1Y | +9.3% | +17.4% | -8.1% | +7.9% |
| 3Y | +57.7% | +291.3% | -233.6% | +39.9% |
| All | +79.1% | +239.8% | -160.7% | +59.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling