+71.0%
CME vs PR
+225.6%
-154.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.9% | +4.5% | -0.1% |
| 7D | +3.7% | -16.5% | +20.2% | +4.4% |
| 30D | +13.7% | -4.5% | +18.2% | +13.9% |
| 3M | +16.6% | +8.5% | +8.0% | +16.0% |
| 6M | +8.2% | -3.3% | +11.5% | +8.1% |
| YTD | +16.3% | +55.7% | -39.4% | +14.1% |
| 1Y | +19.1% | +82.0% | -63.0% | +16.1% |
| 3Y | +67.4% | +62.5% | +4.9% | +62.4% |
| 5Y | +71.0% | +223.9% | -152.9% | +51.8% |
| All | +71.0% | +225.6% | -154.7% | +51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling