+165.5%
B vs CME
+65.9%
+99.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.4% | -0.6% |
| 7D | -7.3% | +3.9% | -11.3% | -7.3% |
| 30D | -3.3% | +11.3% | -14.7% | -3.3% |
| 3M | -7.8% | +19.6% | -27.3% | -7.9% |
| 6M | -15.5% | +8.1% | -23.6% | -15.2% |
| YTD | -12.3% | +20.4% | -32.7% | -13.5% |
| 1Y | +5.4% | +16.5% | -11.1% | +4.4% |
| 3Y | +165.5% | +66.4% | +99.1% | +162.4% |
| All | +165.5% | +65.9% | +99.6% | +162.4% |
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