+71.7%
TER vs CME
+74.8%
-3.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.8% | -6.2% | -5.2% |
| 7D | +14.4% | +3.9% | +10.4% | +15.5% |
| 30D | -30.6% | +11.3% | -41.9% | -28.5% |
| 3M | -39.2% | +19.6% | -58.7% | -36.3% |
| 6M | -31.3% | +8.1% | -39.3% | -27.1% |
| YTD | +29.1% | +20.4% | +8.7% | +36.6% |
| 1Y | +47.4% | +16.5% | +30.9% | +56.1% |
| 3Y | +191.2% | +66.4% | +124.8% | +185.3% |
| All | +71.7% | +74.8% | -3.1% | +66.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling