+5,831.7%
FIX vs CME
+284.8%
+5,546.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | +6.0% | -1.6% | +7.6% | +6.6% |
| 30D | -7.2% | +6.2% | -13.5% | -9.5% |
| 3M | -15.9% | +10.4% | -26.3% | -19.8% |
| 6M | +12.7% | -9.5% | +22.3% | +16.0% |
| YTD | +72.8% | +6.0% | +66.8% | +65.3% |
| 1Y | +122.9% | +9.3% | +113.6% | +109.1% |
| 3Y | +774.3% | +57.7% | +716.7% | +557.8% |
| 5Y | +2,049.5% | +77.7% | +1,971.8% | +1,369.1% |
| All | +5,831.7% | +284.8% | +5,546.9% | +2,546.9% |
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