+92.1%
CME vs PL
+46.3%
+45.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.2% |
| 7D | +2.5% | +13.4% | -10.9% | +2.4% |
| 30D | +13.9% | -10.2% | +24.1% | +14.0% |
| 3M | +22.4% | -39.5% | +61.9% | +23.0% |
| 6M | +12.9% | -65.7% | +78.6% | +14.2% |
| YTD | +19.6% | -27.3% | +46.9% | +19.0% |
| 1Y | +17.7% | +15.0% | +2.7% | +16.1% |
| 3Y | +65.3% | +560.8% | -495.5% | +52.8% |
| 5Y | +75.1% | +38.4% | +36.7% | +69.4% |
| All | +92.1% | +46.3% | +45.7% | +83.7% |
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