+3,653.2%
FIX vs CME
+331.0%
+3,322.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.4% | +5.9% | +5.6% |
| 7D | -17.5% | +0.9% | -18.4% | -17.8% |
| 30D | -41.6% | +13.2% | -54.7% | -44.5% |
| 3M | -40.6% | +16.3% | -56.9% | -44.3% |
| 6M | -49.4% | +7.1% | -56.5% | -51.4% |
| YTD | +9.2% | +15.8% | -6.6% | +0.4% |
| 1Y | +6.5% | +17.1% | -10.6% | -2.9% |
| 3Y | +448.7% | +63.2% | +385.6% | +310.2% |
| 5Y | +948.7% | +70.2% | +878.5% | +646.3% |
| All | +3,653.2% | +331.0% | +3,322.2% | +1,468.8% |
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