+280.6%
CME vs O
+49.9%
+230.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.2% |
| 7D | -0.6% | -2.3% | +1.6% | +0.3% |
| 30D | +4.7% | -2.4% | +7.1% | +5.7% |
| 3M | +7.8% | -0.6% | +8.4% | +8.0% |
| 6M | -11.0% | -5.0% | -6.0% | -9.3% |
| YTD | +4.0% | +10.4% | -6.4% | -0.4% |
| 1Y | +9.1% | +6.6% | +2.6% | +5.9% |
| 3Y | +52.3% | +28.4% | +23.9% | +34.5% |
| 5Y | +76.1% | +15.3% | +60.8% | +61.2% |
| 10Y | +280.6% | +55.3% | +225.3% | +229.8% |
| All | +280.6% | +49.9% | +230.7% | +229.8% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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