+54.6%
TER vs CME
+69.3%
-14.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.5% |
| 7D | -20.5% | +0.9% | -21.4% | -20.2% |
| 30D | -47.0% | +13.2% | -60.2% | -45.3% |
| 3M | -43.3% | +16.3% | -59.6% | -41.1% |
| 6M | -42.9% | +7.1% | -50.0% | -40.0% |
| YTD | +12.9% | +15.8% | -3.0% | +18.2% |
| 1Y | +18.2% | +17.1% | +1.1% | +23.6% |
| 3Y | +151.8% | +63.2% | +88.6% | +141.8% |
| All | +54.6% | +69.3% | -14.8% | +45.0% |
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