+7,451.3%
CME vs TPR
+2,499.1%
+4,952.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.1% | -7.4% | -2.2% |
| 7D | +3.7% | +13.9% | -10.2% | +0.1% |
| 30D | +13.7% | +14.9% | -1.2% | +9.4% |
| 3M | +16.6% | -15.4% | +32.0% | +20.6% |
| 6M | +8.2% | -4.5% | +12.7% | +7.6% |
| YTD | +16.3% | +6.0% | +10.3% | +11.5% |
| 1Y | +19.1% | +24.3% | -5.2% | +8.8% |
| 3Y | +67.4% | +412.8% | -345.5% | -4.5% |
| 5Y | +71.0% | +258.4% | -187.5% | +2.6% |
| 10Y | +338.9% | +396.8% | -57.9% | +95.1% |
| All | +7,451.3% | +2,499.1% | +4,952.2% | +1,710.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling