+220.1%
C vs CME
+320.1%
-100.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.7% |
| 7D | -0.9% | -0.6% | -0.4% | -0.6% |
| 30D | -5.4% | +8.5% | -13.9% | -9.3% |
| 3M | -9.2% | +16.0% | -25.2% | -15.9% |
| 6M | -1.8% | +9.3% | -11.2% | -7.5% |
| YTD | +6.7% | +15.3% | -8.6% | -3.5% |
| 1Y | +23.5% | +14.4% | +9.1% | +12.0% |
| 3Y | +219.8% | +59.9% | +159.9% | +130.1% |
| 5Y | +112.4% | +69.4% | +43.0% | +43.2% |
| 10Y | +220.1% | +299.5% | -79.4% | +19.6% |
| All | +220.1% | +320.1% | -100.0% | +19.6% |
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