+6,706.3%
CME vs PNR
+679.0%
+6,027.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.6% | -0.1% |
| 7D | -2.9% | -3.0% | +0.2% | -1.7% |
| 30D | +5.5% | -14.9% | +20.4% | +12.2% |
| 3M | +11.0% | -19.0% | +30.0% | +18.9% |
| 6M | -9.7% | -35.9% | +26.2% | +5.3% |
| YTD | +4.9% | -43.1% | +48.0% | +27.4% |
| 1Y | +10.1% | -46.4% | +56.5% | +36.6% |
| 3Y | +53.5% | -10.8% | +64.3% | +46.1% |
| 5Y | +77.2% | -18.9% | +96.0% | +69.7% |
| 10Y | +282.1% | +64.4% | +217.7% | +143.6% |
| All | +6,706.3% | +679.0% | +6,027.3% | +2,016.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 all: compounded portfolio wealth divided by compounded PNR 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…
all analysis · Full analysis span regression · 6 months rolling