+138.0%
TRV vs CME
+53.8%
+84.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.7% |
| 7D | +0.5% | -2.9% | +3.3% | +1.2% |
| 30D | -4.9% | +5.5% | -10.4% | -6.1% |
| 3M | +23.7% | +11.0% | +12.8% | +20.4% |
| 6M | +20.3% | -9.7% | +30.0% | +23.8% |
| YTD | +27.1% | +4.9% | +22.2% | +24.7% |
| 1Y | +35.3% | +10.1% | +25.3% | +30.6% |
| All | +138.0% | +53.8% | +84.1% | +111.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling