+66.4%
CME vs TRI
-10.1%
+76.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +0.8% |
| 7D | +3.9% | -2.9% | +6.9% | +4.2% |
| 30D | +11.3% | +3.7% | +7.6% | +11.0% |
| 3M | +19.6% | +3.7% | +15.8% | +19.1% |
| 6M | +8.1% | +35.1% | -27.1% | +5.1% |
| YTD | +20.4% | -14.0% | +34.4% | +23.7% |
| 1Y | +16.5% | -19.0% | +35.4% | +20.9% |
| 3Y | +66.4% | -12.0% | +78.4% | +68.6% |
| All | +66.4% | -10.1% | +76.6% | +68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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