+65.3%
CME vs PAAS
+210.2%
-144.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.6% | +2.2% |
| 7D | +2.5% | -5.2% | +7.6% | +2.4% |
| 30D | +13.9% | -13.9% | +27.9% | +13.9% |
| 3M | +22.4% | -23.8% | +46.2% | +22.3% |
| 6M | +12.9% | -36.4% | +49.3% | +13.2% |
| YTD | +19.6% | -23.4% | +43.0% | +19.6% |
| 1Y | +17.7% | +5.6% | +12.0% | +17.2% |
| All | +65.3% | +210.2% | -144.8% | +68.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling