+190.2%
B vs CME
+284.8%
-94.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.2% |
| 7D | -1.6% | -1.6% | 0.0% | -1.4% |
| 30D | +9.4% | +6.2% | +3.2% | +8.5% |
| 3M | +5.0% | +10.4% | -5.4% | +3.3% |
| 6M | -3.5% | -9.5% | +6.0% | -2.4% |
| YTD | +4.5% | +6.0% | -1.6% | +3.0% |
| 1Y | +67.8% | +9.3% | +58.5% | +64.3% |
| 3Y | +196.7% | +57.7% | +139.0% | +173.8% |
| 5Y | +151.9% | +77.7% | +74.2% | +127.0% |
| All | +190.2% | +284.8% | -94.6% | +213.6% |
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