+157.6%
B vs CME
+78.2%
+79.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.4% |
| 3M | +5.0% | +10.4% | -5.4% | +3.3% |
| 6M | -3.5% | -9.5% | +6.0% | -1.9% |
| YTD | +4.5% | +6.0% | -1.6% | +2.5% |
| 1Y | +67.8% | +9.3% | +58.5% | +63.2% |
| 3Y | +196.7% | +57.7% | +139.0% | +166.0% |
| All | +157.6% | +78.2% | +79.5% | +127.8% |
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