+241.0%
CME vs IR
+288.5%
-47.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.5% | -0.5% |
| 7D | -1.6% | -2.8% | +1.2% | -1.1% |
| 30D | +6.2% | -15.1% | +21.4% | +9.4% |
| 3M | +10.4% | +6.1% | +4.4% | +8.8% |
| 6M | -9.5% | -16.8% | +7.3% | -7.0% |
| YTD | +6.0% | -3.5% | +9.6% | +5.5% |
| 1Y | +9.3% | -3.5% | +12.8% | +8.4% |
| 3Y | +57.7% | +9.5% | +48.2% | +47.0% |
| 5Y | +77.7% | +45.1% | +32.6% | +51.2% |
| All | +241.0% | +288.5% | -47.5% | +126.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling