+7,715.0%
CME vs AU
+301.7%
+7,413.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +0.9% |
| 7D | +3.9% | -7.2% | +11.2% | +4.5% |
| 30D | +11.3% | -2.9% | +14.2% | +11.4% |
| 3M | +19.6% | -8.7% | +28.2% | +20.0% |
| 6M | +8.1% | -14.1% | +22.2% | +8.6% |
| YTD | +20.4% | +4.8% | +15.6% | +17.8% |
| 1Y | +16.5% | +11.9% | +4.6% | +13.2% |
| 3Y | +66.4% | +513.8% | -447.4% | +34.5% |
| 5Y | +74.5% | +379.3% | -304.8% | +41.3% |
| 10Y | +308.5% | +837.1% | -528.6% | +186.7% |
| All | +7,715.0% | +301.7% | +7,413.3% | +5,380.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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