+364.6%
CME vs TRU
+238.0%
+126.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.9% | +5.7% | +0.9% |
| 7D | -1.6% | -6.8% | +5.2% | -0.3% |
| 30D | +6.2% | 0.0% | +6.2% | +6.1% |
| 3M | +10.4% | +13.3% | -2.9% | +7.4% |
| 6M | -9.5% | +3.4% | -13.0% | -10.9% |
| YTD | +6.0% | -6.4% | +12.4% | +6.1% |
| 1Y | +9.3% | -9.7% | +19.0% | +9.7% |
| 3Y | +57.7% | +0.1% | +57.5% | +46.7% |
| 5Y | +77.7% | -34.0% | +111.7% | +86.1% |
| 10Y | +281.2% | +147.9% | +133.4% | +180.8% |
| All | +364.6% | +238.0% | +126.6% | +225.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling