+9.3%
CME vs ALL
+28.3%
-19.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.1% | 0.0% |
| 7D | -1.6% | 0.0% | -1.6% | -1.6% |
| 30D | +6.2% | -1.5% | +7.7% | +6.5% |
| 3M | +10.4% | +23.6% | -13.2% | +5.9% |
| 6M | -9.5% | +22.3% | -31.9% | -13.1% |
| YTD | +6.0% | +26.5% | -20.5% | +1.2% |
| 1Y | +9.3% | +27.0% | -17.7% | +2.9% |
| All | +9.3% | +28.3% | -19.0% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 1y: compounded portfolio wealth divided by compounded ALL 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…
1y analysis · Full analysis span regression · 6 months rolling