+282.1%
CME vs Z
-7.0%
+289.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.4% | +5.4% | -0.7% |
| 7D | -2.9% | -3.3% | +0.4% | -2.7% |
| 30D | +5.5% | -3.7% | +9.2% | +5.7% |
| 3M | +11.0% | -7.0% | +18.0% | +11.2% |
| 6M | -9.7% | -29.5% | +19.8% | -8.0% |
| YTD | +4.9% | -52.6% | +57.4% | +9.4% |
| 1Y | +10.1% | -64.0% | +74.1% | +16.8% |
| 3Y | +53.5% | -36.4% | +89.9% | +53.6% |
| 5Y | +77.2% | -65.8% | +142.9% | +81.6% |
| 10Y | +282.1% | -5.8% | +288.0% | +217.7% |
| All | +282.1% | -7.0% | +289.1% | +217.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling