+285.1%
CME vs M
-1.9%
+287.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -0.5% |
| 7D | -1.6% | +4.7% | -6.3% | -1.9% |
| 30D | +6.2% | -9.6% | +15.9% | +7.0% |
| 3M | +10.4% | +0.9% | +9.6% | +10.1% |
| 6M | -9.5% | +22.3% | -31.8% | -11.3% |
| YTD | +6.0% | +6.5% | -0.5% | +4.9% |
| 1Y | +9.3% | +38.8% | -29.5% | +5.4% |
| 3Y | +57.7% | +115.9% | -58.2% | +41.6% |
| 5Y | +77.7% | +28.6% | +49.1% | +62.0% |
| All | +285.1% | -1.9% | +287.0% | +183.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling