+73.1%
CME vs PAAS
+48.6%
+24.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.8% |
| 7D | +3.9% | -8.9% | +12.9% | +4.2% |
| 30D | +11.3% | -11.4% | +22.7% | +11.6% |
| 3M | +19.6% | -20.4% | +40.0% | +20.1% |
| 6M | +8.1% | -40.7% | +48.8% | +9.7% |
| YTD | +20.4% | -26.9% | +47.3% | +20.7% |
| 1Y | +16.5% | -3.1% | +19.6% | +15.3% |
| 3Y | +66.4% | +199.3% | -132.8% | +52.3% |
| All | +73.1% | +48.6% | +24.4% | +75.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling