+270.9%
CME vs IR
+342.0%
-71.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.7% | -5.1% | -1.3% |
| 7D | -0.6% | +5.0% | -5.6% | -1.5% |
| 30D | +8.5% | +10.3% | -1.8% | +6.5% |
| 3M | +16.0% | -0.1% | +16.1% | +15.8% |
| 6M | +9.3% | +14.8% | -5.4% | +5.9% |
| YTD | +15.3% | +9.7% | +5.6% | +11.9% |
| 1Y | +14.4% | +12.2% | +2.2% | +10.4% |
| 3Y | +59.9% | +30.0% | +29.9% | +44.1% |
| 5Y | +69.4% | +46.8% | +22.6% | +45.1% |
| All | +270.9% | +342.0% | -71.1% | +140.1% |
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 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