+73.1%
CME vs TRU
-26.5%
+99.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +3.9% | 0.0% | +3.9% | +3.9% |
| 30D | +11.3% | +21.3% | -10.0% | +9.9% |
| 3M | +19.6% | +0.2% | +19.3% | +19.4% |
| 6M | +8.1% | +22.4% | -14.3% | +6.5% |
| YTD | +20.4% | -4.8% | +25.2% | +20.3% |
| 1Y | +16.5% | -0.2% | +16.7% | +16.0% |
| 3Y | +66.4% | +57.9% | +8.5% | +51.8% |
| All | +73.1% | -26.5% | +99.5% | +88.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling