+6,781.2%
CME vs FDS
+1,733.0%
+5,048.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.2% | +1.3% |
| 7D | -1.6% | -1.9% | +0.3% | -0.8% |
| 30D | +6.2% | +9.0% | -2.8% | +1.8% |
| 3M | +10.4% | +18.9% | -8.4% | +0.4% |
| 6M | -9.5% | +35.1% | -44.7% | -24.2% |
| YTD | +6.0% | +5.5% | +0.5% | -1.6% |
| 1Y | +9.3% | -16.8% | +26.1% | +12.8% |
| 3Y | +57.7% | -28.1% | +85.7% | +70.1% |
| 5Y | +77.7% | -17.4% | +95.1% | +73.1% |
| 10Y | +281.2% | +85.4% | +195.8% | +130.1% |
| All | +6,781.2% | +1,733.0% | +5,048.2% | +1,363.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling