+7,663.3%
CME vs UL
+562.8%
+7,100.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.7% |
| 7D | +2.5% | -1.7% | +4.2% | +3.2% |
| 30D | +13.9% | +4.5% | +9.4% | +11.6% |
| 3M | +22.4% | +5.5% | +16.9% | +19.2% |
| 6M | +12.9% | +17.0% | -4.1% | +4.3% |
| YTD | +19.6% | +3.2% | +16.4% | +16.4% |
| 1Y | +17.7% | -1.9% | +19.6% | +17.0% |
| 3Y | +65.3% | +33.6% | +31.8% | +39.6% |
| 5Y | +75.1% | +31.5% | +43.6% | +44.4% |
| 10Y | +305.8% | +103.9% | +201.8% | +156.5% |
| All | +7,663.3% | +562.8% | +7,100.5% | +2,783.1% |
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