+3,644.4%
FIX vs CME
+301.9%
+3,342.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.2% |
| 7D | -13.9% | +1.7% | -15.6% | -14.5% |
| 30D | -35.5% | +10.2% | -45.7% | -38.1% |
| 3M | -33.9% | +17.8% | -51.7% | -38.4% |
| 6M | -43.3% | +11.0% | -54.3% | -46.4% |
| YTD | +18.7% | +17.0% | +1.6% | +8.8% |
| 1Y | +13.8% | +15.8% | -2.0% | +4.5% |
| 3Y | +495.0% | +61.8% | +433.2% | +348.8% |
| 5Y | +1,049.0% | +72.5% | +976.6% | +715.4% |
| 10Y | +3,644.4% | +288.0% | +3,356.4% | +1,671.7% |
| All | +3,644.4% | +301.9% | +3,342.5% | +1,671.7% |
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