+223.5%
C vs CME
+331.0%
-107.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | -2.4% | +0.9% | -3.3% | -2.8% |
| 30D | -6.0% | +13.2% | -19.2% | -11.7% |
| 3M | -10.5% | +16.3% | -26.8% | -17.3% |
| 6M | -5.7% | +7.1% | -12.8% | -10.2% |
| YTD | +4.1% | +15.8% | -11.7% | -6.0% |
| 1Y | +20.5% | +17.1% | +3.4% | +7.9% |
| 3Y | +208.1% | +63.2% | +145.0% | +119.0% |
| 5Y | +110.4% | +70.2% | +40.2% | +41.5% |
| All | +223.5% | +331.0% | -107.5% | +17.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling