+2,029.3%
CLS vs CME
+305.5%
+1,723.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.1% | +4.7% | +4.6% |
| 7D | +23.5% | +2.7% | +20.8% | +22.7% |
| 30D | -28.9% | +13.5% | -42.4% | -31.7% |
| 3M | -25.2% | +20.9% | -46.1% | -29.5% |
| 6M | -32.1% | +11.5% | -43.6% | -35.0% |
| YTD | -14.1% | +19.5% | -33.5% | -20.5% |
| 1Y | -24.1% | +17.2% | -41.3% | -29.4% |
| 3Y | +897.0% | +65.1% | +831.8% | +669.3% |
| 5Y | +2,089.9% | +73.1% | +2,016.8% | +1,520.5% |
| All | +2,029.3% | +305.5% | +1,723.8% | +1,084.0% |
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 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