+213.5%
TER vs CME
+10.5%
+203.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.1% | +5.3% | +3.2% |
| 7D | +11.0% | -2.9% | +13.8% | +8.1% |
| 30D | -1.9% | +5.5% | -7.4% | +3.4% |
| 3M | -0.7% | +11.0% | -11.6% | +14.7% |
| 6M | +36.4% | -9.7% | +46.1% | +38.6% |
| YTD | +92.4% | +4.9% | +87.6% | +113.7% |
| 1Y | +213.5% | +10.1% | +203.4% | +286.8% |
| All | +213.5% | +10.5% | +203.0% | +286.8% |
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