+231.7%
SPOT vs CME
+51.9%
+179.8%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.9% |
| 7D | -6.5% | -1.1% | -5.4% | -6.3% |
| 30D | +2.2% | +4.2% | -2.0% | +1.5% |
| 3M | +5.4% | +7.3% | -1.9% | +4.3% |
| 6M | -4.0% | -11.4% | +7.4% | -2.5% |
| YTD | -9.9% | +3.5% | -13.5% | -10.3% |
| 1Y | -27.3% | +8.6% | -35.9% | -27.9% |
| All | +231.7% | +51.9% | +179.8% | +234.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling