+1,449.6%
NET vs CME
+78.1%
+1,371.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -7.0% | -1.6% | -5.4% | -6.5% |
| 30D | -4.8% | +6.2% | -11.0% | -6.6% |
| 3M | +3.8% | +10.4% | -6.6% | +0.2% |
| 6M | +50.0% | -9.5% | +59.6% | +54.6% |
| YTD | +41.5% | +6.0% | +35.5% | +37.2% |
| 1Y | +32.8% | +9.3% | +23.6% | +27.1% |
| 3Y | +335.9% | +57.7% | +278.2% | +247.3% |
| 5Y | +113.8% | +77.7% | +36.1% | +64.9% |
| All | +1,449.6% | +78.1% | +1,371.4% | +1,096.9% |
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