+53.5%
F vs CME
+62.0%
-8.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.1% | +0.6% |
| 7D | -0.6% | -0.6% | -0.1% | -0.7% |
| 30D | +2.9% | +8.5% | -5.7% | +3.4% |
| 3M | -9.5% | +16.0% | -25.5% | -8.6% |
| 6M | +4.0% | +9.3% | -5.3% | +5.0% |
| YTD | -1.3% | +15.3% | -16.6% | -0.2% |
| 1Y | -1.9% | +14.4% | -16.3% | -0.9% |
| 3Y | +53.5% | +59.9% | -6.4% | +55.4% |
| All | +53.5% | +62.0% | -8.5% | +55.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling