+282.1%
CME vs PAAS
+197.3%
+84.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.1% |
| 7D | -2.9% | +2.0% | -4.9% | -3.0% |
| 30D | +5.5% | -0.1% | +5.6% | +5.4% |
| 3M | +11.0% | +8.2% | +2.7% | +10.3% |
| 6M | -9.7% | -13.8% | +4.1% | -9.4% |
| YTD | +4.9% | -0.6% | +5.5% | +4.2% |
| 1Y | +10.1% | +44.0% | -33.9% | +6.8% |
| 3Y | +53.5% | +246.6% | -193.1% | +39.3% |
| 5Y | +77.2% | +116.1% | -38.9% | +64.2% |
| 10Y | +282.1% | +202.7% | +79.4% | +248.1% |
| All | +282.1% | +197.3% | +84.8% | +248.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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