+113.6%
C vs CME
+74.8%
+38.8%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | +4.2% | +3.9% | +0.2% | +3.8% |
| 30D | +2.0% | +11.3% | -9.4% | +0.9% |
| 3M | -10.1% | +19.6% | -29.7% | -11.8% |
| 6M | +1.0% | +8.1% | -7.1% | +0.5% |
| YTD | +8.5% | +20.4% | -11.9% | +5.2% |
| 1Y | +25.7% | +16.5% | +9.2% | +22.8% |
| 3Y | +216.0% | +66.4% | +149.5% | +176.1% |
| All | +113.6% | +74.8% | +38.8% | +77.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling