+3,800.0%
FIX vs CME
+320.1%
+3,479.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -0.4% | +9.9% | +9.6% |
| 7D | -7.2% | -0.6% | -6.7% | -7.2% |
| 30D | -35.1% | +8.5% | -43.7% | -37.4% |
| 3M | -34.3% | +16.0% | -50.3% | -38.4% |
| 6M | -42.9% | +9.3% | -52.3% | -45.7% |
| YTD | +19.5% | +15.3% | +4.1% | +10.1% |
| 1Y | +16.8% | +14.4% | +2.4% | +7.7% |
| 3Y | +506.7% | +59.9% | +446.8% | +359.0% |
| 5Y | +1,046.7% | +69.4% | +977.3% | +719.0% |
| 10Y | +3,800.0% | +299.5% | +3,500.5% | +1,678.4% |
| All | +3,800.0% | +320.1% | +3,479.9% | +1,678.4% |
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