-44.8%
C vs CME
+8,206.4%
-8,251.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.3% | -4.7% | -4.8% |
| 7D | -5.3% | +3.7% | -8.9% | -7.5% |
| 30D | -7.3% | +13.7% | -21.0% | -15.0% |
| 3M | -13.5% | +16.6% | -30.1% | -22.1% |
| 6M | -6.5% | +8.2% | -14.7% | -13.3% |
| YTD | +3.6% | +16.3% | -12.7% | -9.5% |
| 1Y | +18.9% | +19.1% | -0.2% | +2.0% |
| 3Y | +205.0% | +67.4% | +137.6% | +101.2% |
| 5Y | +109.4% | +71.0% | +38.4% | +32.3% |
| 10Y | +232.9% | +338.9% | -106.0% | +6.9% |
| All | -44.8% | +8,206.4% | -8,251.3% | -93.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling