+121.0%
CME vs OPEN
-86.9%
+207.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.2% | -0.5% |
| 7D | -0.6% | -21.7% | +21.1% | -0.4% |
| 30D | +8.5% | -36.5% | +45.0% | +8.8% |
| 3M | +16.0% | -59.5% | +75.6% | +16.7% |
| 6M | +9.3% | -71.9% | +81.2% | +10.2% |
| YTD | +15.3% | -75.8% | +91.1% | +16.2% |
| 1Y | +14.4% | -78.5% | +92.9% | +15.4% |
| 3Y | +59.9% | -30.2% | +90.1% | +56.4% |
| 5Y | +69.4% | -93.3% | +162.7% | +64.6% |
| All | +121.0% | -86.9% | +207.9% | +112.7% |
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