+299.5%
CME vs P
+748.5%
-449.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.3% | -6.7% | -0.8% |
| 7D | -0.6% | -9.6% | +9.1% | -0.1% |
| 30D | +8.5% | -33.4% | +42.0% | +10.8% |
| 3M | +16.0% | +14.2% | +1.8% | +14.1% |
| 6M | +9.3% | +31.6% | -22.2% | +5.8% |
| YTD | +15.3% | +53.5% | -38.2% | +9.7% |
| 1Y | +14.4% | +14.2% | +0.2% | +10.9% |
| 3Y | +59.9% | +190.5% | -130.6% | +33.9% |
| 5Y | +69.4% | +256.3% | -186.9% | +34.3% |
| 10Y | +299.5% | +707.9% | -408.4% | +167.4% |
| All | +299.5% | +748.5% | -449.0% | +167.4% |
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