+46.0%
F vs CME
+65.9%
-20.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | +0.1% |
| 7D | -3.1% | +3.9% | -7.0% | -2.9% |
| 30D | 0.0% | +11.3% | -11.3% | +0.6% |
| 3M | -13.2% | +19.6% | -32.8% | -12.3% |
| 6M | -10.2% | +8.1% | -18.3% | -9.5% |
| YTD | -4.9% | +20.4% | -25.3% | -3.7% |
| 1Y | -6.1% | +16.5% | -22.6% | -5.0% |
| 3Y | +46.0% | +66.4% | -20.5% | +48.0% |
| All | +46.0% | +65.9% | -20.0% | +48.0% |
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 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