+1,057.8%
TER vs CME
+305.5%
+752.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.6% | -0.7% |
| 7D | +24.0% | +2.7% | +21.3% | +23.4% |
| 30D | -30.6% | +13.5% | -44.1% | -32.6% |
| 3M | -34.5% | +20.9% | -55.4% | -37.4% |
| 6M | -26.4% | +11.5% | -37.9% | -28.6% |
| YTD | +36.4% | +19.5% | +17.0% | +28.5% |
| 1Y | +47.4% | +17.2% | +30.2% | +39.5% |
| 3Y | +202.6% | +65.1% | +137.4% | +143.7% |
| 5Y | +83.9% | +73.1% | +10.8% | +43.0% |
| All | +1,057.8% | +305.5% | +752.2% | +555.4% |
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