-35.3%
CLS vs CME
+15.2%
-50.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.4% | +8.3% | +7.5% |
| 7D | -10.6% | -0.6% | -10.0% | -10.8% |
| 30D | -38.4% | +8.5% | -47.0% | -34.1% |
| 3M | -29.9% | +16.0% | -45.9% | -21.4% |
| 6M | -40.6% | +9.3% | -50.0% | -35.1% |
| YTD | -24.6% | +15.3% | -39.9% | -15.2% |
| All | -35.3% | +15.2% | -50.5% | -28.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling