+1,006.2%
TER vs CME
+301.9%
+704.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.5% |
| 7D | -8.9% | +1.7% | -10.5% | -9.2% |
| 30D | -39.1% | +10.2% | -49.2% | -40.4% |
| 3M | -32.8% | +17.8% | -50.5% | -35.4% |
| 6M | -31.7% | +11.0% | -42.7% | -33.8% |
| YTD | +26.9% | +17.0% | +9.9% | +20.0% |
| 1Y | +33.6% | +15.8% | +17.8% | +26.5% |
| 3Y | +181.5% | +61.8% | +119.7% | +127.7% |
| 5Y | +76.1% | +72.5% | +3.6% | +36.5% |
| 10Y | +1,006.2% | +288.0% | +718.2% | +544.6% |
| All | +1,006.2% | +301.9% | +704.3% | +544.6% |
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