+305.8%
CME vs Z
-14.8%
+320.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +2.1% |
| 7D | +2.5% | -13.1% | +15.5% | +3.3% |
| 30D | +13.9% | +5.9% | +8.1% | +13.4% |
| 3M | +22.4% | -13.7% | +36.1% | +23.2% |
| 6M | +12.9% | -27.1% | +40.0% | +14.6% |
| YTD | +19.6% | -56.8% | +76.4% | +25.2% |
| 1Y | +17.7% | -60.2% | +77.9% | +23.8% |
| 3Y | +65.3% | -19.7% | +85.0% | +61.6% |
| 5Y | +75.1% | -53.7% | +128.8% | +75.0% |
| 10Y | +305.8% | -16.9% | +322.6% | +242.2% |
| All | +305.8% | -14.8% | +320.5% | +242.2% |
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