+17.2%
CME vs S
+29.4%
-12.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.3% | +6.1% | -0.2% |
| 7D | +2.7% | +4.1% | -1.4% | +2.7% |
| 30D | +13.5% | -7.2% | +20.6% | +13.4% |
| 3M | +20.9% | 0.0% | +21.0% | +20.7% |
| 6M | +11.5% | +41.6% | -30.1% | +12.6% |
| YTD | +19.5% | +48.6% | -29.1% | +20.0% |
| 1Y | +17.2% | +30.0% | -12.8% | +17.7% |
| All | +17.2% | +29.4% | -12.2% | +17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling