+454.5%
TEAM vs CME
+297.2%
+157.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.2% | +0.4% | +1.9% |
| 7D | -19.7% | +2.5% | -22.2% | -20.3% |
| 30D | -26.6% | +13.9% | -40.6% | -29.6% |
| 3M | -1.1% | +22.4% | -23.4% | -7.1% |
| 6M | +74.6% | +12.9% | +61.7% | +67.0% |
| YTD | -6.0% | +19.6% | -25.6% | -12.0% |
| 1Y | -3.2% | +17.7% | -20.9% | -9.0% |
| 3Y | -13.5% | +65.3% | -78.8% | -30.0% |
| 5Y | -65.5% | +75.1% | -140.6% | -72.7% |
| 10Y | +454.5% | +305.8% | +148.8% | +257.4% |
| All | +454.5% | +297.2% | +157.3% | +257.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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