+305.8%
CME vs P
+686.0%
-380.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.4% | -2.2% | +1.9% |
| 7D | +2.5% | -4.7% | +7.2% | +2.6% |
| 30D | +13.9% | -31.4% | +45.4% | +16.1% |
| 3M | +22.4% | -2.6% | +25.0% | +21.7% |
| 6M | +12.9% | +21.9% | -9.0% | +10.0% |
| YTD | +19.6% | +58.9% | -39.3% | +13.6% |
| 1Y | +17.7% | +21.7% | -4.1% | +13.6% |
| 3Y | +65.3% | +193.3% | -128.0% | +38.9% |
| 5Y | +75.1% | +275.1% | -200.0% | +38.4% |
| 10Y | +305.8% | +655.3% | -349.6% | +170.2% |
| All | +305.8% | +686.0% | -380.2% | +170.2% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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