+305.8%
CME vs AR
+58.9%
+246.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +2.1% |
| 7D | +2.5% | +2.1% | +0.4% | +2.4% |
| 30D | +13.9% | +4.5% | +9.4% | +13.6% |
| 3M | +22.4% | +1.0% | +21.4% | +22.2% |
| 6M | +12.9% | +4.4% | +8.5% | +12.5% |
| YTD | +19.6% | +10.9% | +8.7% | +18.7% |
| 1Y | +17.7% | +8.6% | +9.1% | +16.8% |
| 3Y | +65.3% | +48.5% | +16.8% | +59.9% |
| 5Y | +75.1% | +95.7% | -20.6% | +65.2% |
| 10Y | +305.8% | +55.5% | +250.3% | +260.7% |
| All | +305.8% | +58.9% | +246.8% | +260.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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