+838.1%
CLS vs CME
+65.9%
+772.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.8% | -6.2% | -4.8% |
| 7D | +16.3% | +3.9% | +12.3% | +19.4% |
| 30D | -25.7% | +11.3% | -37.0% | -19.4% |
| 3M | -30.9% | +19.6% | -50.4% | -21.3% |
| 6M | -35.5% | +8.1% | -43.6% | -29.8% |
| YTD | -18.7% | +20.4% | -39.1% | -4.9% |
| 1Y | -17.9% | +16.5% | -34.4% | -5.9% |
| 3Y | +838.1% | +66.4% | +771.6% | +1,213.9% |
| All | +838.1% | +65.9% | +772.2% | +1,213.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling