+57.9%
CME vs M
+117.7%
-59.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -0.2% |
| 7D | -1.6% | +4.7% | -6.3% | -1.4% |
| 30D | +6.2% | -9.6% | +15.9% | +5.8% |
| 3M | +10.4% | +0.9% | +9.6% | +10.6% |
| 6M | -9.5% | +22.3% | -31.8% | -8.5% |
| YTD | +6.0% | +6.5% | -0.5% | +6.8% |
| 1Y | +9.3% | +38.8% | -29.5% | +11.0% |
| All | +57.9% | +117.7% | -59.8% | +70.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling