+19.6%
CME vs PINS
-35.1%
+54.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.2% | -2.8% | +1.5% |
| 7D | +4.8% | +1.4% | +3.4% | +4.9% |
| 30D | +14.2% | +5.8% | +8.4% | +14.4% |
| 3M | +17.9% | -17.0% | +35.0% | +16.4% |
| 6M | +7.2% | +1.8% | +5.5% | +7.6% |
| YTD | +16.7% | -18.0% | +34.8% | +16.6% |
| 1Y | +19.6% | -35.5% | +55.1% | +19.8% |
| All | +19.6% | -35.1% | +54.6% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PINS.
Daily Out/Under-Performance
Portfolio return minus PINS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PINS 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 PINS 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