+33.9%
TER vs CME
+15.2%
+18.7%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -0.4% | +13.2% | +12.3% |
| 7D | -5.8% | -0.6% | -5.2% | -6.2% |
| 30D | -38.9% | +8.5% | -47.4% | -33.0% |
| 3M | -35.1% | +16.0% | -51.2% | -24.0% |
| 6M | -31.6% | +9.3% | -40.9% | -17.8% |
| YTD | +27.2% | +15.3% | +11.9% | +50.2% |
| All | +33.9% | +15.2% | +18.7% | +56.8% |
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