-44.6%
C vs CME
+8,169.9%
-8,214.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.8% |
| 7D | -2.4% | +0.9% | -3.3% | -2.9% |
| 30D | -6.0% | +13.2% | -19.2% | -13.5% |
| 3M | -10.5% | +16.3% | -26.8% | -19.3% |
| 6M | -5.7% | +7.1% | -12.8% | -12.0% |
| YTD | +4.1% | +15.8% | -11.7% | -8.8% |
| 1Y | +20.5% | +17.1% | +3.4% | +4.5% |
| 3Y | +208.1% | +63.2% | +145.0% | +106.8% |
| 5Y | +110.4% | +70.2% | +40.2% | +33.3% |
| 10Y | +234.6% | +337.0% | -102.4% | +7.7% |
| All | -44.6% | +8,169.9% | -8,214.5% | -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