+13.8%
FIX vs CME
+16.9%
-3.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | +0.2% |
| 7D | -13.9% | +1.7% | -15.6% | -13.0% |
| 30D | -35.5% | +10.2% | -45.7% | -31.9% |
| 3M | -33.9% | +17.8% | -51.7% | -27.9% |
| 6M | -43.3% | +11.0% | -54.3% | -37.5% |
| YTD | +18.7% | +17.0% | +1.6% | +35.3% |
| 1Y | +13.8% | +15.8% | -2.0% | +28.3% |
| All | +13.8% | +16.9% | -3.1% | +28.3% |
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