+763.1%
PM vs CME
+506.2%
+257.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -4.9% | -1.6% | -3.3% | -4.5% |
| 30D | -3.4% | +6.2% | -9.6% | -5.0% |
| 3M | +5.2% | +10.4% | -5.2% | +2.3% |
| 6M | +3.7% | -9.5% | +13.2% | +6.2% |
| YTD | +15.8% | +6.0% | +9.7% | +13.5% |
| 1Y | +17.4% | +9.3% | +8.1% | +14.1% |
| 3Y | +116.9% | +57.7% | +59.3% | +91.0% |
| 5Y | +117.3% | +77.7% | +39.6% | +83.4% |
| 10Y | +193.8% | +281.2% | -87.5% | +103.6% |
| All | +763.1% | +506.2% | +257.0% | +383.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling