+328.9%
CME vs P
+713.7%
-384.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -4.0% | -0.6% |
| 7D | +0.9% | -23.8% | +24.7% | +2.3% |
| 30D | +13.2% | -36.6% | +49.8% | +15.8% |
| 3M | +16.3% | +10.9% | +5.4% | +14.4% |
| 6M | +7.1% | +30.0% | -22.9% | +3.6% |
| YTD | +15.8% | +44.4% | -28.6% | +10.5% |
| 1Y | +17.1% | +3.9% | +13.1% | +14.2% |
| 3Y | +63.2% | +176.6% | -113.4% | +36.7% |
| 5Y | +70.2% | +249.3% | -179.1% | +34.3% |
| All | +328.9% | +713.7% | -384.8% | +186.8% |
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