+1,447.3%
CLS vs CME
+8,439.7%
-6,992.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +2.2% | +6.3% | +7.8% |
| 7D | +2.8% | +2.5% | +0.3% | +2.0% |
| 30D | -30.1% | +13.9% | -44.0% | -33.5% |
| 3M | -21.7% | +22.4% | -44.1% | -27.5% |
| 6M | -36.2% | +12.9% | -49.1% | -40.0% |
| YTD | -17.8% | +19.6% | -37.4% | -24.9% |
| 1Y | -26.8% | +17.7% | -44.5% | -32.8% |
| 3Y | +853.4% | +65.3% | +788.1% | +650.7% |
| 5Y | +2,005.0% | +75.1% | +1,929.9% | +1,503.9% |
| 10Y | +1,929.4% | +305.8% | +1,623.6% | +1,029.6% |
| All | +1,447.3% | +8,439.7% | -6,992.5% | +153.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling