+55.3%
B vs CME
+10.5%
+44.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.6% |
| 7D | +2.3% | -2.9% | +5.2% | +1.8% |
| 30D | +1.4% | +5.5% | -4.2% | +2.2% |
| 3M | +12.2% | +11.0% | +1.2% | +13.8% |
| 6M | -2.1% | -9.7% | +7.6% | -4.1% |
| YTD | +2.9% | +4.9% | -1.9% | +3.3% |
| 1Y | +55.3% | +10.1% | +45.2% | +64.7% |
| All | +55.3% | +10.5% | +44.8% | +64.7% |
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