+122.0%
CME vs OPEN
-87.0%
+209.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -21.8% | +21.3% | -0.3% |
| 7D | +0.9% | -22.2% | +23.1% | +1.1% |
| 30D | +13.2% | -38.3% | +51.5% | +13.5% |
| 3M | +16.3% | -59.4% | +75.6% | +16.9% |
| 6M | +7.1% | -74.4% | +81.5% | +8.0% |
| YTD | +15.8% | -76.0% | +91.8% | +16.7% |
| 1Y | +17.1% | -78.7% | +95.7% | +18.1% |
| 3Y | +63.2% | -30.0% | +93.2% | +59.5% |
| 5Y | +70.2% | -93.7% | +163.9% | +65.2% |
| All | +122.0% | -87.0% | +209.0% | +113.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling