+19.6%
CME vs M
+36.6%
-17.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.6% | -6.2% | +1.9% |
| 7D | +4.8% | +8.3% | -3.4% | +5.4% |
| 30D | +14.2% | +14.2% | 0.0% | +15.3% |
| 3M | +17.9% | -1.1% | +19.0% | +17.5% |
| 6M | +7.2% | +36.6% | -29.4% | +11.0% |
| YTD | +16.7% | +19.8% | -3.1% | +20.5% |
| 1Y | +19.6% | +37.2% | -17.6% | +22.9% |
| All | +19.6% | +36.6% | -17.0% | +22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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