+112.4%
C vs CME
+75.0%
+37.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +4.7% | +2.7% | +2.0% | +4.5% |
| 30D | +0.2% | +13.5% | -13.3% | -1.1% |
| 3M | -9.3% | +20.9% | -30.2% | -11.1% |
| 6M | -0.8% | +11.5% | -12.3% | -1.9% |
| YTD | +8.5% | +19.5% | -11.0% | +5.4% |
| 1Y | +23.1% | +17.2% | +5.9% | +19.9% |
| 3Y | +220.8% | +65.1% | +155.6% | +180.6% |
| 5Y | +112.4% | +73.1% | +39.3% | +75.3% |
| All | +112.4% | +75.0% | +37.4% | +75.3% |
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