+77.5%
CME vs S
-48.9%
+126.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.0% | -8.5% | -0.6% |
| 7D | -0.6% | +1.6% | -2.1% | -0.6% |
| 30D | +8.5% | -10.5% | +19.0% | +8.7% |
| 3M | +16.0% | +9.9% | +6.1% | +15.7% |
| 6M | +9.3% | +41.8% | -32.4% | +8.5% |
| YTD | +15.3% | +56.8% | -41.5% | +14.0% |
| 1Y | +14.4% | +39.0% | -24.6% | +13.4% |
| 3Y | +59.9% | +53.8% | +6.1% | +55.9% |
| 5Y | +69.4% | -68.6% | +138.0% | +66.1% |
| All | +77.5% | -48.9% | +126.3% | +82.2% |
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