+299.5%
CME vs FDS
+135.1%
+164.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.3% |
| 7D | -0.6% | -5.0% | +4.4% | +1.1% |
| 30D | +8.5% | +13.8% | -5.2% | +3.8% |
| 3M | +16.0% | +14.8% | +1.2% | +10.1% |
| 6M | +9.3% | +47.4% | -38.0% | -6.6% |
| YTD | +15.3% | +14.2% | +1.2% | +7.1% |
| 1Y | +14.4% | +26.6% | -12.2% | +1.5% |
| 3Y | +59.9% | -24.4% | +84.4% | +71.8% |
| 5Y | +69.4% | -22.6% | +92.1% | +75.6% |
| 10Y | +299.5% | +130.0% | +169.5% | +134.0% |
| All | +299.5% | +135.1% | +164.4% | +134.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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