+7,418.1%
CME vs PAAS
+758.2%
+6,659.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.6% |
| 7D | +0.9% | +8.4% | -7.5% | +0.2% |
| 30D | +13.2% | -7.2% | +20.3% | +13.8% |
| 3M | +16.3% | -14.0% | +30.3% | +17.3% |
| 6M | +7.1% | -26.8% | +33.9% | +9.3% |
| YTD | +15.8% | -19.8% | +35.6% | +16.3% |
| 1Y | +17.1% | +22.8% | -5.8% | +12.6% |
| 3Y | +63.2% | +183.6% | -120.5% | +41.0% |
| 5Y | +70.2% | +73.8% | -3.6% | +51.8% |
| 10Y | +337.0% | +185.6% | +151.4% | +246.4% |
| All | +7,418.1% | +758.2% | +6,659.9% | +4,874.0% |
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