+73.1%
CME vs PTC
+60.7%
+12.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +3.9% | +0.5% | +3.5% | +3.9% |
| 30D | +11.3% | +1.2% | +10.1% | +11.2% |
| 3M | +19.6% | +27.4% | -7.8% | +16.6% |
| 6M | +8.1% | +39.2% | -31.1% | +4.3% |
| YTD | +20.4% | +12.5% | +7.9% | +18.5% |
| 1Y | +16.5% | +12.3% | +4.2% | +14.7% |
| 3Y | +66.4% | +28.8% | +37.6% | +57.0% |
| All | +73.1% | +60.7% | +12.4% | +54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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