+43.2%
TER vs CME
+19.8%
+23.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.4% | -8.2% | -5.4% |
| 7D | -19.9% | +4.8% | -24.7% | -15.6% |
| 30D | -43.5% | +14.2% | -57.7% | -35.0% |
| 3M | -37.8% | +17.9% | -55.7% | -25.9% |
| 6M | -25.6% | +7.2% | -32.8% | -11.1% |
| YTD | +29.8% | +16.7% | +13.1% | +56.5% |
| 1Y | +43.2% | +19.6% | +23.6% | +75.5% |
| All | +43.2% | +19.8% | +23.4% | +75.5% |
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