+6,781.2%
CME vs PH
+4,524.5%
+2,256.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -1.6% | -3.1% | +1.5% | -0.3% |
| 30D | +6.2% | -3.2% | +9.5% | +7.4% |
| 3M | +10.4% | +10.6% | -0.2% | +5.1% |
| 6M | -9.5% | -2.1% | -7.4% | -10.2% |
| YTD | +6.0% | +10.2% | -4.2% | -0.1% |
| 1Y | +9.3% | +28.2% | -18.9% | -4.0% |
| 3Y | +57.7% | +134.9% | -77.2% | -0.3% |
| 5Y | +77.7% | +253.6% | -175.9% | -11.1% |
| 10Y | +281.2% | +804.7% | -523.5% | +5.8% |
| All | +6,781.2% | +4,524.5% | +2,256.7% | +746.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling