+9.3%
CME vs PL
+176.6%
-167.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.3% |
| 7D | -1.6% | -9.3% | +7.7% | -1.6% |
| 30D | +6.2% | -18.9% | +25.2% | +6.2% |
| 3M | +10.4% | -58.4% | +68.8% | +11.1% |
| 6M | -9.5% | -30.3% | +20.8% | -10.0% |
| YTD | +6.0% | -8.1% | +14.1% | +4.5% |
| 1Y | +9.3% | +180.5% | -171.2% | +6.2% |
| All | +9.3% | +176.6% | -167.4% | +6.2% |
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