+498.4%
TEAM vs CME
+283.7%
+214.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.1% | -5.9% | -6.6% |
| 7D | -5.7% | -2.9% | -2.8% | -4.8% |
| 30D | +18.3% | +5.5% | +12.8% | +16.4% |
| 3M | +80.2% | +11.0% | +69.3% | +74.2% |
| 6M | +111.0% | -9.7% | +120.7% | +116.8% |
| YTD | +8.8% | +4.9% | +3.9% | +6.2% |
| 1Y | +2.2% | +10.1% | -7.9% | -2.1% |
| 3Y | -14.6% | +53.5% | -68.1% | -29.6% |
| 5Y | -53.8% | +77.2% | -130.9% | -63.4% |
| All | +498.4% | +283.7% | +214.7% | +295.8% |
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