+130.7%
C vs CME
+78.2%
+52.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | +3.6% | -1.6% | +5.2% | +3.8% |
| 30D | +0.1% | +6.2% | -6.2% | -0.6% |
| 3M | +2.4% | +10.4% | -8.0% | +1.2% |
| 6M | +24.9% | -9.5% | +34.5% | +27.0% |
| YTD | +19.8% | +6.0% | +13.8% | +17.7% |
| 1Y | +44.9% | +9.3% | +35.6% | +41.1% |
| 3Y | +263.0% | +57.7% | +205.3% | +210.6% |
| All | +130.7% | +78.2% | +52.5% | +70.5% |
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