+17.6%
PM vs CME
+10.5%
+7.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.6% |
| 7D | -1.3% | -2.9% | +1.6% | -0.4% |
| 30D | -2.6% | +5.5% | -8.1% | -4.4% |
| 3M | +5.8% | +11.0% | -5.2% | +2.5% |
| 6M | +10.6% | -9.7% | +20.3% | +14.9% |
| YTD | +17.2% | +4.9% | +12.3% | +12.9% |
| 1Y | +17.6% | +10.1% | +7.6% | +8.4% |
| All | +17.6% | +10.5% | +7.1% | +8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling