+168.1%
PM vs CME
+69.3%
+98.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | -5.2% | +0.9% | -6.1% | -5.5% |
| 30D | +2.7% | +13.2% | -10.5% | -0.8% |
| 3M | +6.1% | +16.3% | -10.1% | +1.6% |
| 6M | +18.0% | +7.1% | +10.9% | +15.5% |
| YTD | +26.6% | +15.8% | +10.7% | +20.9% |
| 1Y | +36.7% | +17.1% | +19.6% | +30.1% |
| 3Y | +146.0% | +63.2% | +82.8% | +118.0% |
| All | +168.1% | +69.3% | +98.8% | +132.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling