+606.8%
CME vs AR
-32.8%
+639.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | -0.2% |
| 7D | +3.7% | -11.7% | +15.3% | +4.2% |
| 30D | +13.7% | +1.8% | +11.9% | +13.6% |
| 3M | +16.6% | +6.0% | +10.6% | +16.2% |
| 6M | +8.2% | -7.0% | +15.2% | +8.4% |
| YTD | +16.3% | +5.6% | +10.8% | +15.7% |
| 1Y | +19.1% | +10.8% | +8.3% | +18.1% |
| 3Y | +67.4% | +19.3% | +48.0% | +63.9% |
| 5Y | +71.0% | +73.3% | -2.4% | +62.7% |
| 10Y | +338.9% | +47.6% | +291.3% | +286.6% |
| All | +606.8% | -32.8% | +639.6% | +569.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling