+355.2%
CME vs PR
+169.5%
+185.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.2% |
| 7D | -1.6% | +2.9% | -4.5% | -1.7% |
| 30D | +6.2% | +18.0% | -11.8% | +5.7% |
| 3M | +10.4% | +16.9% | -6.4% | +9.8% |
| 6M | -9.5% | +28.2% | -37.7% | -10.3% |
| YTD | +6.0% | +69.3% | -63.3% | +4.3% |
| 1Y | +9.3% | +69.5% | -60.2% | +7.4% |
| 3Y | +57.7% | +81.7% | -24.0% | +53.8% |
| 5Y | +77.7% | +422.2% | -344.6% | +65.9% |
| 10Y | +281.2% | +110.4% | +170.9% | +240.2% |
| All | +355.2% | +169.5% | +185.8% | +287.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling