+427.7%
CME vs TRU
+243.6%
+184.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.1% |
| 3M | +19.6% | +0.2% | +19.3% | +19.1% |
| 6M | +8.1% | +22.4% | -14.3% | +3.1% |
| YTD | +20.4% | -4.8% | +25.2% | +19.7% |
| 1Y | +16.5% | -0.2% | +16.7% | +14.6% |
| 3Y | +66.4% | +57.9% | +8.5% | +36.9% |
| 5Y | +74.5% | -26.1% | +100.6% | +75.7% |
| 10Y | +308.5% | +184.8% | +123.6% | +192.2% |
| All | +427.7% | +243.6% | +184.1% | +267.3% |
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