+18.2%
TER vs CME
+18.8%
-0.6%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.1% |
| 7D | -20.5% | +0.9% | -21.4% | -19.6% |
| 30D | -47.0% | +13.2% | -60.2% | -39.6% |
| 3M | -43.3% | +16.3% | -59.6% | -33.4% |
| 6M | -42.9% | +7.1% | -50.0% | -32.1% |
| YTD | +12.9% | +15.8% | -3.0% | +34.4% |
| 1Y | +18.2% | +17.1% | +1.1% | +41.6% |
| All | +18.2% | +18.8% | -0.6% | +41.6% |
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