+293.8%
TRV vs CME
+280.4%
+13.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.8% | +0.6% |
| 7D | -1.5% | -2.4% | +0.9% | -0.3% |
| 30D | -1.8% | +6.2% | -8.0% | -4.7% |
| 3M | +21.6% | +4.4% | +17.2% | +18.4% |
| 6M | +22.5% | -9.6% | +32.1% | +27.6% |
| YTD | +28.1% | +3.8% | +24.4% | +24.0% |
| 1Y | +37.0% | +9.5% | +27.5% | +28.7% |
| 3Y | +141.9% | +51.9% | +90.0% | +88.5% |
| 5Y | +158.5% | +78.7% | +79.8% | +78.6% |
| All | +293.8% | +280.4% | +13.5% | +120.3% |
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 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