+573.5%
T vs CME
+7,469.3%
-6,895.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.7% | -1.9% |
| 7D | -1.3% | -1.6% | +0.3% | -0.9% |
| 30D | +11.4% | +6.2% | +5.1% | +9.7% |
| 3M | +14.3% | +10.4% | +3.9% | +11.4% |
| 6M | -9.3% | -9.5% | +0.3% | -7.4% |
| YTD | +7.1% | +6.0% | +1.1% | +5.0% |
| 1Y | -9.1% | +9.3% | -18.4% | -11.6% |
| 3Y | +105.3% | +57.7% | +47.7% | +81.7% |
| 5Y | +66.8% | +77.7% | -10.9% | +41.9% |
| 10Y | +66.8% | +281.2% | -214.4% | +16.1% |
| All | +573.5% | +7,469.3% | -6,895.9% | +128.2% |
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 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