+7,418.1%
CME vs ALL
+1,090.5%
+6,327.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.0% | +1.9% |
| 7D | +0.9% | -1.9% | +2.9% | +1.9% |
| 30D | +13.2% | +13.8% | -0.6% | +5.7% |
| 3M | +16.3% | -7.0% | +23.3% | +20.3% |
| 6M | +7.1% | +18.0% | -10.9% | -2.7% |
| YTD | +15.8% | +24.2% | -8.4% | +1.6% |
| 1Y | +17.1% | +31.2% | -14.1% | -0.3% |
| 3Y | +63.2% | +107.5% | -44.4% | +4.9% |
| 5Y | +70.2% | +144.8% | -74.6% | -5.4% |
| 10Y | +337.0% | +375.8% | -38.8% | +58.7% |
| All | +7,418.1% | +1,090.5% | +6,327.6% | +1,550.8% |
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