+218.3%
C vs CME
+297.2%
-78.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.6% | +0.5% |
| 7D | -0.4% | +2.5% | -2.9% | -1.6% |
| 30D | -5.3% | +13.9% | -19.3% | -11.3% |
| 3M | -8.0% | +22.4% | -30.4% | -17.0% |
| 6M | -0.3% | +12.9% | -13.1% | -7.5% |
| YTD | +8.6% | +19.6% | -11.0% | -3.4% |
| 1Y | +25.8% | +17.7% | +8.1% | +12.7% |
| 3Y | +221.2% | +65.3% | +155.8% | +127.8% |
| 5Y | +113.6% | +75.1% | +38.4% | +41.9% |
| 10Y | +218.3% | +305.8% | -87.5% | +20.1% |
| All | +218.3% | +297.2% | -78.9% | +20.1% |
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