+19.6%
CME vs IR
+11.7%
+7.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.3% |
| 7D | +4.8% | +11.6% | -6.7% | +5.8% |
| 30D | +14.2% | +7.2% | +7.0% | +14.8% |
| 3M | +17.9% | -5.9% | +23.8% | +17.5% |
| 6M | +7.2% | +11.5% | -4.2% | +8.7% |
| YTD | +16.7% | +6.3% | +10.4% | +18.8% |
| 1Y | +19.6% | +9.1% | +10.5% | +22.1% |
| All | +19.6% | +11.7% | +7.8% | +22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 1y: compounded portfolio wealth divided by compounded IR 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…
1y analysis · Full analysis span regression · 6 months rolling