+264.0%
SPOT vs CME
+141.3%
+122.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.1% |
| 7D | -0.9% | -1.6% | +0.7% | -0.5% |
| 30D | +12.5% | +6.2% | +6.2% | +10.6% |
| 3M | +9.9% | +10.4% | -0.5% | +6.7% |
| 6M | +1.6% | -9.5% | +11.1% | +4.0% |
| YTD | -6.6% | +6.0% | -12.6% | -8.6% |
| 1Y | -22.9% | +9.3% | -32.2% | -25.3% |
| 3Y | +244.3% | +57.7% | +186.6% | +198.2% |
| 5Y | +117.8% | +77.7% | +40.1% | +81.6% |
| All | +264.0% | +141.3% | +122.7% | +184.1% |
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