+166.1%
B vs CME
+66.3%
+99.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.5% |
| 7D | +9.6% | +0.9% | +8.7% | +9.6% |
| 30D | +3.5% | +13.2% | -9.7% | +3.4% |
| 3M | -1.6% | +16.3% | -17.9% | -1.9% |
| 6M | -1.7% | +7.1% | -8.8% | -1.6% |
| YTD | -5.3% | +15.8% | -21.2% | -6.7% |
| 1Y | +27.2% | +17.1% | +10.1% | +25.0% |
| 3Y | +166.1% | +63.2% | +103.0% | +163.0% |
| All | +166.1% | +66.3% | +99.8% | +163.0% |
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