+38,530.9%
FIX vs CME
+8,206.4%
+30,324.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -0.3% | -11.2% | -11.5% |
| 7D | -27.2% | +3.7% | -30.9% | -28.3% |
| 30D | -46.9% | +13.7% | -60.6% | -49.6% |
| 3M | -44.4% | +16.6% | -61.0% | -47.8% |
| 6M | -50.9% | +8.2% | -59.1% | -53.2% |
| YTD | +3.5% | +16.3% | -12.8% | -4.5% |
| 1Y | -2.1% | +19.1% | -21.2% | -10.7% |
| 3Y | +418.7% | +67.4% | +351.4% | +305.5% |
| 5Y | +894.6% | +71.0% | +823.6% | +659.9% |
| 10Y | +3,465.5% | +338.9% | +3,126.6% | +1,804.9% |
| All | +38,530.9% | +8,206.4% | +30,324.5% | +11,033.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling