+202.8%
TER vs CME
+78.2%
+124.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.3% | +5.8% | +5.4% |
| 7D | +0.6% | -1.6% | +2.2% | +0.4% |
| 30D | -8.3% | +6.2% | -14.5% | -7.3% |
| 3M | -12.2% | +10.4% | -22.6% | -9.6% |
| 6M | +17.1% | -9.5% | +26.6% | +19.9% |
| YTD | +84.7% | +6.0% | +78.7% | +88.0% |
| 1Y | +199.9% | +9.3% | +190.7% | +204.7% |
| 3Y | +232.8% | +57.7% | +175.1% | +201.6% |
| All | +202.8% | +78.2% | +124.7% | +152.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling