+300.3%
CME vs ALL
+376.2%
-76.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.8% |
| 7D | +2.7% | 0.0% | +2.7% | +2.6% |
| 30D | +13.5% | +12.8% | +0.7% | +8.2% |
| 3M | +20.9% | +4.7% | +16.2% | +18.5% |
| 6M | +11.5% | +24.9% | -13.4% | +1.4% |
| YTD | +19.5% | +30.0% | -10.5% | +6.4% |
| 1Y | +17.2% | +29.9% | -12.7% | +4.4% |
| 3Y | +65.1% | +117.5% | -52.4% | +14.7% |
| 5Y | +73.1% | +161.7% | -88.6% | +4.6% |
| All | +300.3% | +376.2% | -76.0% | +79.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling