+383.5%
CME vs P
+485.4%
-101.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.4% |
| 7D | -1.6% | +6.5% | -8.1% | -2.0% |
| 30D | +6.2% | +18.8% | -12.6% | +4.9% |
| 3M | +10.4% | +26.7% | -16.3% | +8.3% |
| 6M | -9.5% | +62.2% | -71.7% | -13.1% |
| YTD | +6.0% | +48.5% | -42.5% | +2.1% |
| 1Y | +9.3% | +26.4% | -17.1% | +5.7% |
| 3Y | +57.7% | +159.4% | -101.8% | +36.9% |
| 5Y | +77.7% | +275.8% | -198.1% | +44.3% |
| 10Y | +281.2% | +732.0% | -450.8% | +172.1% |
| All | +383.5% | +485.4% | -101.9% | +245.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling