+316.0%
B vs CME
+7,469.3%
-7,153.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.5% |
| 3M | +5.0% | +10.4% | -5.4% | +3.3% |
| 6M | -3.5% | -9.5% | +6.0% | -2.6% |
| YTD | +4.5% | +6.0% | -1.6% | +3.1% |
| 1Y | +67.8% | +9.3% | +58.5% | +64.7% |
| 3Y | +196.7% | +57.7% | +139.0% | +175.7% |
| 5Y | +151.9% | +77.7% | +74.2% | +129.1% |
| 10Y | +202.2% | +281.2% | -79.1% | +142.9% |
| All | +316.0% | +7,469.3% | -7,153.3% | +134.3% |
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