-7.4%
T vs CME
+16.9%
-24.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.4% |
| 7D | +2.6% | +1.7% | +0.9% | +2.3% |
| 30D | -1.1% | +10.2% | -11.3% | -2.8% |
| 3M | -7.7% | +17.8% | -25.5% | -10.4% |
| 6M | -10.6% | +11.0% | -21.6% | -12.7% |
| YTD | -7.5% | +17.0% | -24.5% | -11.8% |
| 1Y | -7.4% | +15.8% | -23.2% | -11.2% |
| All | -7.4% | +16.9% | -24.3% | -11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling