+101.0%
CME vs OPEN
-71.4%
+172.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.5% | -1.1% |
| 7D | -2.9% | +1.0% | -3.9% | -2.9% |
| 30D | +5.5% | -11.9% | +17.4% | +5.6% |
| 3M | +11.0% | -28.8% | +39.7% | +11.2% |
| 6M | -9.7% | -38.6% | +28.9% | -9.5% |
| YTD | +4.9% | -47.3% | +52.2% | +5.2% |
| 1Y | +10.1% | -49.2% | +59.3% | +10.0% |
| 3Y | +53.5% | -18.8% | +72.3% | +51.3% |
| 5Y | +77.2% | -83.6% | +160.8% | +71.5% |
| All | +101.0% | -71.4% | +172.5% | +92.5% |
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