+237.3%
CME vs IR
+282.2%
-44.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.8% |
| 7D | -2.9% | +0.6% | -3.5% | -3.0% |
| 30D | +5.5% | -13.6% | +19.1% | +8.3% |
| 3M | +11.0% | +3.7% | +7.3% | +9.8% |
| 6M | -9.7% | -13.1% | +3.4% | -8.0% |
| YTD | +4.9% | -5.1% | +10.0% | +4.7% |
| 1Y | +10.1% | -6.5% | +16.5% | +9.9% |
| 3Y | +53.5% | +8.5% | +45.0% | +43.3% |
| 5Y | +77.2% | +43.3% | +33.9% | +51.1% |
| All | +237.3% | +282.2% | -44.9% | +124.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling