+7,418.1%
CME vs O
+1,113.7%
+6,304.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.3% | 0.0% |
| 7D | +0.9% | +3.7% | -2.8% | -1.0% |
| 30D | +13.2% | +11.2% | +2.0% | +7.2% |
| 3M | +16.3% | -4.0% | +20.3% | +18.6% |
| 6M | +7.1% | -5.2% | +12.4% | +9.8% |
| YTD | +15.8% | +9.5% | +6.4% | +10.0% |
| 1Y | +17.1% | +10.6% | +6.5% | +10.5% |
| 3Y | +63.2% | +38.1% | +25.0% | +34.6% |
| 5Y | +70.2% | +10.2% | +60.0% | +55.4% |
| 10Y | +337.0% | +71.4% | +265.6% | +191.6% |
| All | +7,418.1% | +1,113.7% | +6,304.5% | +1,638.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling