+25.8%
C vs CME
+17.5%
+8.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.6% | +2.1% |
| 7D | -0.4% | +2.5% | -2.9% | +0.1% |
| 30D | -5.3% | +13.9% | -19.3% | -2.4% |
| 3M | -8.0% | +22.4% | -30.4% | -3.4% |
| 6M | -0.3% | +12.9% | -13.1% | +1.8% |
| YTD | +8.6% | +19.6% | -11.0% | +10.5% |
| 1Y | +25.8% | +17.7% | +8.1% | +26.9% |
| All | +25.8% | +17.5% | +8.3% | +26.9% |
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