+129.3%
CME vs OPEN
-87.3%
+216.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.2% | -2.0% | +2.2% |
| 7D | +2.5% | -31.1% | +33.5% | +2.7% |
| 30D | +13.9% | -34.7% | +48.6% | +14.2% |
| 3M | +22.4% | -61.9% | +84.3% | +23.1% |
| 6M | +12.9% | -71.9% | +84.7% | +13.7% |
| YTD | +19.6% | -76.6% | +96.2% | +20.6% |
| 1Y | +17.7% | -83.9% | +101.6% | +19.0% |
| 3Y | +65.3% | -34.4% | +99.7% | +61.8% |
| 5Y | +75.1% | -93.9% | +169.1% | +70.0% |
| All | +129.3% | -87.3% | +216.6% | +120.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OPEN.
Daily Out/Under-Performance
Portfolio return minus OPEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OPEN 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 OPEN 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