-15.8%
F vs CME
+69.3%
-85.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +1.6% | +0.9% | +0.6% | +1.4% |
| 30D | +2.6% | +13.2% | -10.5% | +0.4% |
| 3M | -8.8% | +16.3% | -25.1% | -11.4% |
| 6M | +4.6% | +7.1% | -2.5% | +3.5% |
| YTD | -1.9% | +15.8% | -17.7% | -5.3% |
| 1Y | -0.8% | +17.1% | -17.8% | -4.5% |
| 3Y | +43.5% | +63.2% | -19.7% | +20.9% |
| All | -15.8% | +69.3% | -85.2% | -35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling