+78.7%
CME vs TRI
-11.1%
+89.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | 0.0% |
| 7D | -2.4% | -14.4% | +12.0% | -0.3% |
| 30D | +6.2% | -8.1% | +14.3% | +7.3% |
| 3M | +4.4% | +17.5% | -13.2% | +1.1% |
| 6M | -9.6% | -5.0% | -4.7% | -9.8% |
| YTD | +3.8% | -24.7% | +28.5% | +9.7% |
| 1Y | +9.5% | -41.5% | +51.0% | +24.0% |
| 3Y | +51.9% | -20.3% | +72.3% | +51.4% |
| 5Y | +78.7% | -10.9% | +89.6% | +64.9% |
| All | +78.7% | -11.1% | +89.9% | +64.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling