+288.0%
CME vs PR
+65.1%
+222.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.5% |
| 7D | +1.7% | -9.5% | +11.2% | +2.0% |
| 30D | +10.2% | -5.7% | +15.9% | +10.3% |
| 3M | +17.8% | +3.0% | +14.8% | +17.6% |
| 6M | +11.0% | +11.8% | -0.8% | +10.5% |
| YTD | +17.0% | +58.5% | -41.4% | +15.3% |
| 1Y | +15.8% | +69.9% | -54.1% | +13.8% |
| 3Y | +61.8% | +84.9% | -23.1% | +57.7% |
| 5Y | +72.5% | +246.4% | -174.0% | +62.8% |
| 10Y | +288.0% | +70.3% | +217.7% | +252.9% |
| All | +288.0% | +65.1% | +222.9% | +252.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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