+34.3%
TRV vs CME
+8.4%
+25.9%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.1% | -1.3% |
| 7D | -0.1% | -1.6% | +1.4% | +0.1% |
| 30D | -3.4% | +6.2% | -9.7% | -4.3% |
| 3M | +26.4% | +10.4% | +16.0% | +24.5% |
| 6M | +19.3% | -9.5% | +28.8% | +21.9% |
| YTD | +28.3% | +6.0% | +22.3% | +26.6% |
| 1Y | +34.3% | +9.3% | +25.0% | +31.4% |
| All | +34.3% | +8.4% | +25.9% | +31.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling