+1,381.0%
NET vs CME
+96.1%
+1,284.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.4% | -4.0% | -3.0% |
| 7D | -16.4% | +4.8% | -21.2% | -17.7% |
| 30D | -25.8% | +14.2% | -40.0% | -29.1% |
| 3M | -11.5% | +17.9% | -29.5% | -16.3% |
| 6M | +18.9% | +7.2% | +11.7% | +15.5% |
| YTD | +35.2% | +16.7% | +18.5% | +26.8% |
| 1Y | +14.5% | +19.6% | -5.1% | +6.3% |
| 3Y | +313.8% | +67.9% | +245.9% | +224.3% |
| 5Y | +32.6% | +72.4% | -39.9% | +2.6% |
| All | +1,381.0% | +96.1% | +1,284.9% | +1,006.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling