+103.2%
CME vs OPEN
-70.7%
+173.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.3% |
| 7D | -1.6% | -4.3% | +2.7% | -1.6% |
| 30D | +6.2% | -16.2% | +22.5% | +6.4% |
| 3M | +10.4% | -36.4% | +46.8% | +10.7% |
| 6M | -9.5% | -35.5% | +25.9% | -9.3% |
| YTD | +6.0% | -46.0% | +52.0% | +6.3% |
| 1Y | +9.3% | -47.1% | +56.4% | +9.2% |
| 3Y | +57.7% | -19.0% | +76.7% | +55.5% |
| 5Y | +77.7% | -83.6% | +161.3% | +71.9% |
| All | +103.2% | -70.7% | +173.9% | +94.6% |
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