+154.5%
TRV vs CME
+76.2%
+78.3%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.5% |
| 7D | +0.2% | -0.6% | +0.8% | +0.4% |
| 30D | -2.3% | +4.7% | -7.0% | -3.6% |
| 3M | +22.7% | +7.8% | +14.9% | +19.9% |
| 6M | +21.9% | -11.0% | +32.9% | +25.9% |
| YTD | +27.5% | +4.0% | +23.4% | +25.2% |
| 1Y | +36.2% | +9.1% | +27.1% | +31.6% |
| 3Y | +140.6% | +52.3% | +88.3% | +109.4% |
| 5Y | +154.5% | +76.1% | +78.4% | +105.1% |
| All | +154.5% | +76.2% | +78.3% | +105.1% |
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