+277.0%
B vs CME
+8,169.9%
-7,892.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.6% |
| 7D | +9.6% | +0.9% | +8.7% | +9.5% |
| 30D | +3.5% | +13.2% | -9.7% | +1.7% |
| 3M | -1.6% | +16.3% | -17.9% | -3.8% |
| 6M | -1.7% | +7.1% | -8.8% | -3.0% |
| YTD | -5.3% | +15.8% | -21.2% | -7.8% |
| 1Y | +27.2% | +17.1% | +10.1% | +23.7% |
| 3Y | +166.1% | +63.2% | +103.0% | +146.0% |
| 5Y | +136.5% | +70.2% | +66.3% | +116.2% |
| 10Y | +172.2% | +337.0% | -164.8% | +114.5% |
| All | +277.0% | +8,169.9% | -7,892.9% | +109.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling