+6,781.2%
CME vs PAAS
+970.2%
+5,811.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | -0.1% |
| 7D | -1.6% | -2.9% | +1.3% | -1.3% |
| 30D | +6.2% | +6.8% | -0.6% | +5.4% |
| 3M | +10.4% | -2.9% | +13.3% | +10.2% |
| 6M | -9.5% | -16.4% | +6.9% | -8.8% |
| YTD | +6.0% | 0.0% | +6.0% | +4.6% |
| 1Y | +9.3% | +54.3% | -45.1% | +3.0% |
| 3Y | +57.7% | +230.7% | -173.0% | +34.6% |
| 5Y | +77.7% | +111.6% | -33.9% | +56.0% |
| 10Y | +281.2% | +211.7% | +69.5% | +200.9% |
| All | +6,781.2% | +970.2% | +5,811.0% | +4,374.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling