+73.1%
CME vs S
-71.1%
+144.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.8% |
| 7D | +3.9% | +2.0% | +2.0% | +3.9% |
| 30D | +11.3% | -2.7% | +14.1% | +11.3% |
| 3M | +19.6% | -6.9% | +26.4% | +19.6% |
| 6M | +8.1% | +38.1% | -30.0% | +7.1% |
| YTD | +20.4% | +48.0% | -27.6% | +18.9% |
| 1Y | +16.5% | +34.5% | -18.0% | +15.3% |
| 3Y | +66.4% | +38.3% | +28.1% | +61.8% |
| All | +73.1% | -71.1% | +144.2% | +81.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling