+250.1%
SPOT vs CME
+136.2%
+113.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -6.9% | -2.4% | -4.5% | -6.2% |
| 30D | +4.1% | +6.2% | -2.0% | +2.4% |
| 3M | +3.7% | +4.4% | -0.7% | +2.3% |
| 6M | -1.6% | -9.6% | +8.0% | +0.8% |
| YTD | -10.2% | +3.8% | -13.9% | -11.5% |
| 1Y | -25.9% | +9.5% | -35.4% | -28.2% |
| 3Y | +235.6% | +51.9% | +183.7% | +193.8% |
| 5Y | +110.6% | +78.7% | +31.9% | +75.5% |
| All | +250.1% | +136.2% | +113.9% | +174.9% |
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