+886.2%
TER vs CME
+331.0%
+555.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.7% |
| 7D | -20.5% | +0.9% | -21.4% | -20.6% |
| 30D | -47.0% | +13.2% | -60.2% | -48.5% |
| 3M | -43.3% | +16.3% | -59.6% | -45.3% |
| 6M | -42.9% | +7.1% | -50.0% | -44.1% |
| YTD | +12.9% | +15.8% | -3.0% | +7.0% |
| 1Y | +18.2% | +17.1% | +1.1% | +11.5% |
| 3Y | +151.8% | +63.2% | +88.6% | +102.8% |
| 5Y | +54.2% | +70.2% | -16.0% | +20.3% |
| All | +886.2% | +331.0% | +555.2% | +505.6% |
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