+7,384.4%
CME vs UL
+571.2%
+6,813.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.4% | -0.9% |
| 7D | -0.6% | +0.3% | -0.8% | -0.7% |
| 30D | +8.5% | +7.0% | +1.6% | +5.1% |
| 3M | +16.0% | +5.8% | +10.2% | +12.8% |
| 6M | +9.3% | +16.1% | -6.8% | +1.4% |
| YTD | +15.3% | +4.5% | +10.8% | +11.6% |
| 1Y | +14.4% | -1.3% | +15.7% | +13.5% |
| 3Y | +59.9% | +35.0% | +25.0% | +34.4% |
| 5Y | +69.4% | +31.9% | +37.5% | +39.6% |
| 10Y | +299.5% | +99.3% | +200.2% | +155.7% |
| All | +7,384.4% | +571.2% | +6,813.3% | +2,663.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 all: compounded portfolio wealth divided by compounded UL 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…
all analysis · Full analysis span regression · 6 months rolling