+7,418.1%
CME vs M
+199.6%
+7,218.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.1% | +0.5% |
| 7D | +0.9% | -4.3% | +5.2% | +1.7% |
| 30D | +13.2% | +1.3% | +11.9% | +12.6% |
| 3M | +16.3% | -7.4% | +23.6% | +17.5% |
| 6M | +7.1% | +18.3% | -11.2% | +2.2% |
| YTD | +15.8% | +7.6% | +8.3% | +11.8% |
| 1Y | +17.1% | +17.4% | -0.3% | +10.6% |
| 3Y | +63.2% | +108.4% | -45.2% | +26.0% |
| 5Y | +70.2% | -10.6% | +80.8% | +48.0% |
| 10Y | +337.0% | -3.2% | +340.2% | +192.5% |
| All | +7,418.1% | +199.6% | +7,218.5% | +2,360.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling