+71.0%
CME vs PL
+20.8%
+50.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.4% | -10.8% | -0.5% |
| 7D | +0.9% | -6.8% | +7.7% | +0.9% |
| 30D | +13.2% | -29.3% | +42.5% | +13.5% |
| 3M | +16.3% | -44.8% | +61.0% | +16.9% |
| 6M | +7.1% | -68.4% | +75.5% | +8.3% |
| YTD | +15.8% | -36.4% | +52.2% | +15.4% |
| 1Y | +17.1% | +0.7% | +16.4% | +15.6% |
| 3Y | +63.2% | +455.3% | -392.2% | +51.3% |
| All | +71.0% | +20.8% | +50.2% | +68.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling