+305.8%
CME vs USFR
+28.5%
+277.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +2.5% | +0.1% | +2.4% | +2.4% |
| 30D | +13.9% | +0.4% | +13.6% | +13.8% |
| 3M | +22.4% | +1.1% | +21.3% | +21.9% |
| 6M | +12.9% | +2.1% | +10.8% | +12.0% |
| YTD | +19.6% | +3.4% | +16.2% | +18.2% |
| 1Y | +17.7% | +4.1% | +13.6% | +16.1% |
| 3Y | +65.3% | +14.4% | +50.9% | +60.3% |
| 5Y | +75.1% | +21.4% | +53.7% | +69.4% |
| 10Y | +305.8% | +28.5% | +277.2% | +294.0% |
| All | +305.8% | +28.5% | +277.2% | +294.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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