+87.9%
CME vs PL
+45.6%
+42.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.5% |
| 7D | +1.7% | +5.6% | -4.0% | +1.6% |
| 30D | +10.2% | -16.9% | +27.1% | +10.3% |
| 3M | +17.8% | -38.2% | +56.0% | +18.3% |
| 6M | +11.0% | -63.4% | +74.4% | +12.1% |
| YTD | +17.0% | -27.6% | +44.7% | +16.5% |
| 1Y | +15.8% | +6.6% | +9.2% | +14.3% |
| 3Y | +61.8% | +557.6% | -495.8% | +49.5% |
| 5Y | +72.5% | +39.5% | +33.0% | +66.2% |
| All | +87.9% | +45.6% | +42.3% | +79.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling