+2,944.0%
CLS vs CME
+282.5%
+2,661.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.1% | +6.7% | +6.0% |
| 7D | +12.8% | -2.9% | +15.6% | +13.8% |
| 30D | +3.8% | +5.5% | -1.7% | +2.2% |
| 3M | -14.6% | +11.0% | -25.6% | -17.6% |
| 6M | +32.2% | -9.7% | +41.9% | +35.3% |
| YTD | +11.6% | +4.9% | +6.8% | +7.8% |
| 1Y | +35.1% | +10.1% | +25.0% | +27.4% |
| 3Y | +1,312.5% | +53.5% | +1,259.0% | +1,008.4% |
| 5Y | +3,542.1% | +77.2% | +3,464.9% | +2,510.4% |
| 10Y | +2,944.0% | +282.1% | +2,661.9% | +1,803.3% |
| All | +2,944.0% | +282.5% | +2,661.5% | +1,803.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling