+448.7%
FIX vs CME
+66.3%
+382.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.4% | +5.9% | +5.3% |
| 7D | -17.5% | +0.9% | -18.4% | -17.0% |
| 30D | -41.6% | +13.2% | -54.7% | -38.6% |
| 3M | -40.6% | +16.3% | -56.9% | -36.9% |
| 6M | -49.4% | +7.1% | -56.5% | -46.6% |
| YTD | +9.2% | +15.8% | -6.6% | +18.1% |
| 1Y | +6.5% | +17.1% | -10.6% | +15.6% |
| 3Y | +448.7% | +63.2% | +385.6% | +555.1% |
| All | +448.7% | +66.3% | +382.4% | +555.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling