+95.1%
F vs CME
+284.8%
-189.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.7% | +1.6% |
| 7D | +5.3% | -1.6% | +6.9% | +5.9% |
| 30D | +4.6% | +6.2% | -1.6% | +2.1% |
| 3M | -3.7% | +10.4% | -14.1% | -7.7% |
| 6M | +16.8% | -9.5% | +26.3% | +20.5% |
| YTD | +15.3% | +6.0% | +9.3% | +11.1% |
| 1Y | +31.0% | +9.3% | +21.7% | +24.4% |
| 3Y | +45.4% | +57.7% | -12.2% | +14.7% |
| 5Y | +54.7% | +77.7% | -23.0% | +13.3% |
| All | +95.1% | +284.8% | -189.7% | +4.0% |
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