+53.4%
T vs CME
+69.3%
-15.9%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.4% | -0.8% |
| 7D | +1.0% | +0.9% | +0.1% | +0.8% |
| 30D | -10.6% | +13.2% | -23.8% | -13.1% |
| 3M | -7.7% | +16.3% | -24.0% | -10.8% |
| 6M | -13.3% | +7.1% | -20.4% | -14.9% |
| YTD | -8.8% | +15.8% | -24.6% | -12.3% |
| 1Y | -8.4% | +17.1% | -25.5% | -12.2% |
| 3Y | +59.6% | +63.2% | -3.5% | +43.3% |
| All | +53.4% | +69.3% | -15.9% | +31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling