+10.1%
CME vs PH
+26.9%
-16.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.2% |
| 7D | -2.9% | +0.4% | -3.3% | -2.8% |
| 30D | +5.5% | -10.8% | +16.3% | +4.3% |
| 3M | +11.0% | +8.5% | +2.5% | +11.6% |
| 6M | -9.7% | +3.9% | -13.6% | -9.5% |
| YTD | +4.9% | +9.4% | -4.6% | +5.5% |
| 1Y | +10.1% | +26.8% | -16.7% | +9.9% |
| All | +10.1% | +26.9% | -16.8% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 1y: compounded portfolio wealth divided by compounded PH 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…
1y analysis · Full analysis span regression · 6 months rolling