-42.2%
C vs CME
+8,439.6%
-8,481.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.6% | +0.2% |
| 7D | -0.4% | +2.5% | -2.9% | -2.0% |
| 30D | -5.3% | +13.9% | -19.3% | -13.2% |
| 3M | -8.0% | +22.4% | -30.4% | -19.7% |
| 6M | -0.3% | +12.9% | -13.1% | -10.0% |
| YTD | +8.6% | +19.6% | -11.0% | -6.7% |
| 1Y | +25.8% | +17.7% | +8.1% | +8.9% |
| 3Y | +221.2% | +65.3% | +155.8% | +113.9% |
| 5Y | +113.6% | +75.1% | +38.4% | +32.9% |
| 10Y | +218.3% | +305.8% | -87.4% | +8.0% |
| All | -42.2% | +8,439.6% | -8,481.8% | -92.8% |
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