+1,027.6%
FIX vs CME
+74.8%
+952.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.3% |
| 7D | +9.4% | +3.9% | +5.5% | +9.8% |
| 30D | -27.8% | +11.3% | -39.1% | -27.1% |
| 3M | -35.6% | +19.6% | -55.1% | -34.8% |
| 6M | -45.2% | +8.1% | -53.3% | -44.0% |
| YTD | +19.5% | +20.4% | -0.9% | +21.2% |
| 1Y | +24.2% | +16.5% | +7.7% | +26.4% |
| 3Y | +494.2% | +66.4% | +427.7% | +464.8% |
| All | +1,027.6% | +74.8% | +952.8% | +923.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling