+300.3%
CME vs TRU
+182.8%
+117.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.1% |
| 7D | +2.7% | -2.2% | +4.9% | +3.1% |
| 30D | +13.5% | +20.2% | -6.7% | +9.4% |
| 3M | +20.9% | +2.2% | +18.7% | +20.0% |
| 6M | +11.5% | +17.6% | -6.1% | +7.1% |
| YTD | +19.5% | -5.0% | +24.4% | +18.9% |
| 1Y | +17.2% | -1.0% | +18.2% | +15.5% |
| 3Y | +65.1% | +56.5% | +8.6% | +35.0% |
| 5Y | +73.1% | -26.2% | +99.3% | +76.2% |
| All | +300.3% | +182.8% | +117.5% | +196.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 10y: compounded portfolio wealth divided by compounded TRU 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…
10y analysis · Full analysis span regression · 6 months rolling