+76.1%
CME vs TRU
-36.4%
+112.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.8% |
| 7D | -0.6% | -6.5% | +5.8% | -0.2% |
| 30D | +4.7% | -2.5% | +7.2% | +4.8% |
| 3M | +7.8% | +10.4% | -2.5% | +7.1% |
| 6M | -11.0% | +1.6% | -12.6% | -11.2% |
| YTD | +4.0% | -9.7% | +13.7% | +4.4% |
| 1Y | +9.1% | -17.3% | +26.4% | +10.1% |
| 3Y | +52.3% | -1.8% | +54.1% | +49.5% |
| 5Y | +76.1% | -36.2% | +112.3% | +101.9% |
| All | +76.1% | -36.4% | +112.5% | +101.9% |
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