+65.5%
T vs CME
+65.9%
-0.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | +2.5% | +3.9% | -1.4% | +1.6% |
| 30D | -3.8% | +11.3% | -15.1% | -6.2% |
| 3M | -8.7% | +19.6% | -28.3% | -12.6% |
| 6M | -8.1% | +8.1% | -16.2% | -10.0% |
| YTD | -6.4% | +20.4% | -26.9% | -11.4% |
| 1Y | -9.8% | +16.5% | -26.2% | -13.7% |
| 3Y | +65.5% | +66.4% | -1.0% | +47.9% |
| All | +65.5% | +65.9% | -0.5% | +47.9% |
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 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