+288.0%
CME vs P
+691.2%
-403.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.5% |
| 7D | +1.7% | -13.3% | +15.0% | +2.3% |
| 30D | +10.2% | -34.0% | +44.2% | +12.4% |
| 3M | +17.8% | +4.1% | +13.7% | +16.5% |
| 6M | +11.0% | +30.5% | -19.5% | +7.5% |
| YTD | +17.0% | +52.2% | -35.1% | +11.5% |
| 1Y | +15.8% | +10.3% | +5.5% | +12.6% |
| 3Y | +61.8% | +180.9% | -119.1% | +36.3% |
| 5Y | +72.5% | +259.7% | -187.2% | +36.8% |
| 10Y | +288.0% | +652.6% | -364.6% | +157.7% |
| All | +288.0% | +691.2% | -403.2% | +157.7% |
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