+125.4%
FIX vs CME
+11.7%
+113.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +1.8% |
| 7D | +6.0% | -1.6% | +7.6% | +5.2% |
| 30D | -7.2% | +6.2% | -13.5% | -4.3% |
| 3M | -15.9% | +10.4% | -26.3% | -9.9% |
| 6M | +12.7% | -9.5% | +22.3% | +13.0% |
| YTD | +72.8% | +6.0% | +66.8% | +88.2% |
| All | +125.4% | +11.7% | +113.7% | +164.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling