+19.6%
CME vs PL
-0.6%
+20.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.4% | +7.8% | +1.3% |
| 7D | +4.8% | -11.7% | +16.6% | +4.6% |
| 30D | +14.2% | -27.1% | +41.3% | +13.7% |
| 3M | +17.9% | -44.6% | +62.5% | +17.4% |
| 6M | +7.2% | -67.2% | +74.4% | +7.2% |
| YTD | +16.7% | -35.9% | +52.6% | +13.6% |
| 1Y | +19.6% | -0.4% | +20.0% | +14.9% |
| All | +19.6% | -0.6% | +20.2% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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