+301.7%
SPOT vs CME
+171.9%
+129.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -2.6% | +2.7% | -5.3% | -3.3% |
| 30D | +13.5% | +13.5% | 0.0% | +9.6% |
| 3M | +22.2% | +20.9% | +1.3% | +16.0% |
| 6M | +38.3% | +11.5% | +26.8% | +33.8% |
| YTD | +3.1% | +19.5% | -16.4% | -2.3% |
| 1Y | -7.6% | +17.2% | -24.8% | -12.1% |
| 3Y | +250.0% | +65.1% | +184.9% | +200.4% |
| 5Y | +113.3% | +73.1% | +40.2% | +78.6% |
| All | +301.7% | +171.9% | +129.8% | +203.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling