+7,384.4%
CME vs ALL
+1,085.8%
+6,298.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | -0.6% | -3.9% | +3.3% | +1.4% |
| 30D | +8.5% | +10.6% | -2.1% | +2.9% |
| 3M | +16.0% | -4.6% | +20.6% | +18.5% |
| 6M | +9.3% | +20.2% | -10.8% | -1.6% |
| YTD | +15.3% | +23.7% | -8.4% | +1.4% |
| 1Y | +14.4% | +27.9% | -13.5% | -1.2% |
| 3Y | +59.9% | +109.2% | -49.2% | +2.3% |
| 5Y | +69.4% | +148.0% | -78.6% | -6.6% |
| 10Y | +299.5% | +363.8% | -64.3% | +47.2% |
| All | +7,384.4% | +1,085.8% | +6,298.7% | +1,546.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling