+26.0%
C vs CME
+19.8%
+6.3%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +2.0% |
| 7D | +1.1% | +4.8% | -3.8% | +2.2% |
| 30D | -2.4% | +14.2% | -16.6% | +0.6% |
| 3M | -8.4% | +17.9% | -26.3% | -4.6% |
| 6M | +0.3% | +7.2% | -6.9% | +1.2% |
| YTD | +9.1% | +16.7% | -7.6% | +10.6% |
| 1Y | +26.0% | +19.6% | +6.5% | +28.3% |
| All | +26.0% | +19.8% | +6.3% | +28.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling