+282.1%
CME vs A
+237.5%
+44.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.6% | -0.5% |
| 7D | -2.9% | -2.1% | -0.8% | -2.5% |
| 30D | +5.5% | +0.6% | +4.9% | +5.2% |
| 3M | +11.0% | +10.9% | +0.1% | +8.2% |
| 6M | -9.7% | +28.2% | -37.8% | -15.3% |
| YTD | +4.9% | +8.6% | -3.7% | +2.0% |
| 1Y | +10.1% | +15.5% | -5.4% | +4.9% |
| 3Y | +53.5% | +31.8% | +21.7% | +35.1% |
| 5Y | +77.2% | -14.9% | +92.0% | +79.4% |
| 10Y | +282.1% | +237.8% | +44.3% | +119.2% |
| All | +282.1% | +237.5% | +44.7% | +119.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling