+1,744.2%
TER vs CME
+282.5%
+1,461.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.1% | +5.3% | +4.4% |
| 7D | +11.0% | -2.9% | +13.8% | +11.6% |
| 30D | -1.9% | +5.5% | -7.4% | -3.2% |
| 3M | -0.7% | +11.0% | -11.6% | -3.6% |
| 6M | +36.4% | -9.7% | +46.1% | +39.1% |
| YTD | +92.4% | +4.9% | +87.6% | +87.0% |
| 1Y | +213.5% | +10.1% | +203.4% | +198.5% |
| 3Y | +277.2% | +53.5% | +223.7% | +205.9% |
| 5Y | +219.1% | +77.2% | +142.0% | +139.8% |
| 10Y | +1,744.2% | +282.1% | +1,462.1% | +1,053.5% |
| All | +1,744.2% | +282.5% | +1,461.8% | +1,053.5% |
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