+79.8%
F vs CME
+331.0%
-251.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +1.6% | +0.9% | +0.6% | +1.2% |
| 30D | +2.6% | +13.2% | -10.5% | -2.0% |
| 3M | -8.8% | +16.3% | -25.1% | -14.0% |
| 6M | +4.6% | +7.1% | -2.5% | +1.3% |
| YTD | -1.9% | +15.8% | -17.7% | -8.6% |
| 1Y | -0.8% | +17.1% | -17.8% | -8.1% |
| 3Y | +43.5% | +63.2% | -19.7% | +12.2% |
| 5Y | -12.1% | +70.2% | -82.3% | -33.6% |
| All | +79.8% | +331.0% | -251.2% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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