+75.1%
CME vs P
+272.9%
-197.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.4% | -2.2% | +2.3% |
| 7D | +2.5% | -4.7% | +7.2% | +2.4% |
| 30D | +13.9% | -31.4% | +45.4% | +13.4% |
| 3M | +22.4% | -2.6% | +25.0% | +22.3% |
| 6M | +12.9% | +21.9% | -9.0% | +13.2% |
| YTD | +19.6% | +58.9% | -39.3% | +19.7% |
| 1Y | +17.7% | +21.7% | -4.1% | +18.0% |
| 3Y | +65.3% | +193.3% | -128.0% | +55.5% |
| 5Y | +75.1% | +275.1% | -200.0% | +55.6% |
| All | +75.1% | +272.9% | -197.8% | +55.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling