+68.4%
T vs CME
+278.9%
-210.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.4% |
| 7D | -3.1% | -1.1% | -2.0% | -2.8% |
| 30D | +4.6% | +4.2% | +0.4% | +3.3% |
| 3M | +12.2% | +7.3% | +4.9% | +9.7% |
| 6M | -6.5% | -11.4% | +4.9% | -3.4% |
| YTD | +4.9% | +3.5% | +1.4% | +3.1% |
| 1Y | -10.5% | +8.6% | -19.1% | -13.4% |
| 3Y | +104.6% | +51.6% | +53.0% | +77.6% |
| 5Y | +64.2% | +75.3% | -11.1% | +33.7% |
| 10Y | +68.4% | +278.8% | -210.4% | +18.2% |
| All | +68.4% | +278.9% | -210.4% | +18.2% |
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