+119.6%
PM vs CME
+57.6%
+62.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -4.9% | -1.6% | -3.3% | -4.4% |
| 30D | -3.4% | +6.2% | -9.6% | -5.5% |
| 3M | +5.2% | +10.4% | -5.2% | +1.6% |
| 6M | +3.7% | -9.5% | +13.2% | +7.4% |
| YTD | +15.8% | +6.0% | +9.7% | +12.6% |
| 1Y | +17.4% | +9.3% | +8.1% | +12.8% |
| All | +119.6% | +57.6% | +62.0% | +88.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling