+1,001.8%
TER vs CME
+320.1%
+681.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -0.4% | +13.2% | +12.8% |
| 7D | -5.8% | -0.6% | -5.2% | -5.7% |
| 30D | -38.9% | +8.5% | -47.4% | -40.1% |
| 3M | -35.1% | +16.0% | -51.2% | -37.5% |
| 6M | -31.6% | +9.3% | -40.9% | -33.5% |
| YTD | +27.2% | +15.3% | +11.9% | +20.7% |
| 1Y | +35.2% | +14.4% | +20.8% | +28.4% |
| 3Y | +192.8% | +59.9% | +132.9% | +137.4% |
| 5Y | +72.4% | +69.4% | +3.0% | +34.4% |
| 10Y | +1,001.8% | +299.5% | +702.4% | +563.4% |
| All | +1,001.8% | +320.1% | +681.8% | +563.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling