+732.7%
CLS vs CME
+66.3%
+666.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.2% |
| 7D | -22.2% | +0.9% | -23.1% | -21.6% |
| 30D | -44.4% | +13.2% | -57.6% | -39.1% |
| 3M | -34.3% | +16.3% | -50.6% | -26.7% |
| 6M | -50.1% | +7.1% | -57.2% | -46.2% |
| YTD | -30.1% | +15.8% | -45.9% | -20.3% |
| 1Y | -39.3% | +17.1% | -56.4% | -30.3% |
| 3Y | +732.7% | +63.2% | +669.6% | +1,071.0% |
| All | +732.7% | +66.3% | +666.4% | +1,071.0% |
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 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