+328.9%
CME vs M
-4.2%
+333.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.1% | -0.1% |
| 7D | +0.9% | -4.3% | +5.2% | +1.2% |
| 30D | +13.2% | +1.3% | +11.9% | +13.0% |
| 3M | +16.3% | -7.4% | +23.6% | +16.8% |
| 6M | +7.1% | +18.3% | -11.2% | +5.3% |
| YTD | +15.8% | +7.6% | +8.3% | +14.4% |
| 1Y | +17.1% | +17.4% | -0.3% | +14.6% |
| 3Y | +63.2% | +108.4% | -45.2% | +47.2% |
| 5Y | +70.2% | -10.6% | +80.8% | +63.2% |
| All | +328.9% | -4.2% | +333.0% | +220.5% |
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