+61.4%
CME vs S
-57.8%
+119.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -1.0% |
| 7D | -2.9% | -5.8% | +2.9% | -2.8% |
| 30D | +5.5% | -9.2% | +14.7% | +5.7% |
| 3M | +11.0% | +23.4% | -12.4% | +10.5% |
| 6M | -9.7% | +36.9% | -46.6% | -10.4% |
| YTD | +4.9% | +29.5% | -24.7% | +4.1% |
| 1Y | +10.1% | +5.4% | +4.7% | +9.8% |
| 3Y | +53.5% | +14.7% | +38.8% | +50.9% |
| 5Y | +77.2% | -71.5% | +148.7% | +73.8% |
| All | +61.4% | -57.8% | +119.2% | +66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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