+430.5%
CME vs P
+449.6%
-19.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -16.4% | +16.1% | +0.5% |
| 7D | +3.7% | -31.9% | +35.5% | +5.6% |
| 30D | +13.7% | -36.5% | +50.2% | +16.2% |
| 3M | +16.6% | +11.6% | +5.0% | +14.8% |
| 6M | +8.2% | +25.2% | -17.0% | +5.1% |
| YTD | +16.3% | +39.4% | -23.1% | +11.7% |
| 1Y | +19.1% | -3.7% | +22.8% | +17.0% |
| 3Y | +67.4% | +167.3% | -99.9% | +43.4% |
| 5Y | +71.0% | +237.3% | -166.4% | +39.3% |
| 10Y | +338.9% | +698.6% | -359.7% | +212.2% |
| All | +430.5% | +449.6% | -19.1% | +278.5% |
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