+7,418.1%
CME vs TPR
+2,472.5%
+4,945.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.2% |
| 7D | +0.9% | +14.2% | -13.3% | -2.6% |
| 30D | +13.2% | +17.1% | -3.9% | +8.4% |
| 3M | +16.3% | -17.7% | +34.0% | +21.2% |
| 6M | +7.1% | -10.2% | +17.3% | +8.4% |
| YTD | +15.8% | +4.9% | +10.9% | +11.3% |
| 1Y | +17.1% | +36.1% | -19.1% | +4.5% |
| 3Y | +63.2% | +416.5% | -353.3% | -7.1% |
| 5Y | +70.2% | +254.8% | -184.6% | +2.4% |
| 10Y | +337.0% | +391.7% | -54.7% | +94.7% |
| All | +7,418.1% | +2,472.5% | +4,945.6% | +1,707.0% |
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