+1,889.5%
CLS vs CME
+7,469.3%
-5,579.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | +4.6% | -1.6% | +6.1% | +5.2% |
| 30D | -13.9% | +6.2% | -20.1% | -15.6% |
| 3M | -26.6% | +10.4% | -37.0% | -29.5% |
| 6M | +15.4% | -9.5% | +24.9% | +17.6% |
| YTD | +5.7% | +6.0% | -0.4% | +1.4% |
| 1Y | +41.1% | +9.3% | +31.8% | +33.3% |
| 3Y | +1,228.6% | +57.7% | +1,170.9% | +967.0% |
| 5Y | +3,240.6% | +77.7% | +3,163.0% | +2,440.4% |
| 10Y | +2,760.3% | +281.2% | +2,479.1% | +1,534.0% |
| All | +1,889.5% | +7,469.3% | -5,579.8% | +241.6% |
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