+71.0%
CME vs W
-54.5%
+125.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.4% |
| 7D | +0.9% | -3.6% | +4.5% | +0.9% |
| 30D | +13.2% | +7.0% | +6.2% | +13.2% |
| 3M | +16.3% | +7.4% | +8.9% | +16.3% |
| 6M | +7.1% | +69.3% | -62.2% | +7.0% |
| YTD | +15.8% | +11.3% | +4.5% | +16.0% |
| 1Y | +17.1% | +13.2% | +3.9% | +17.2% |
| 3Y | +63.2% | +142.0% | -78.9% | +60.1% |
| All | +71.0% | -54.5% | +125.5% | +68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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