+836.5%
PM vs CME
+583.9%
+252.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.5% |
| 7D | -7.1% | +2.5% | -9.5% | -7.7% |
| 30D | -2.8% | +13.9% | -16.7% | -6.1% |
| 3M | +6.3% | +22.4% | -16.0% | +0.7% |
| 6M | +9.6% | +12.9% | -3.2% | +5.8% |
| YTD | +25.6% | +19.6% | +6.0% | +19.2% |
| 1Y | +29.7% | +17.7% | +12.0% | +23.5% |
| 3Y | +147.6% | +65.3% | +82.2% | +115.1% |
| 5Y | +160.1% | +75.1% | +85.0% | +120.3% |
| 10Y | +260.9% | +305.8% | -44.9% | +145.7% |
| All | +836.5% | +583.9% | +252.6% | +407.3% |
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