+1,551.7%
TER vs CME
+8,169.9%
-6,618.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.7% |
| 7D | -20.5% | +0.9% | -21.4% | -20.8% |
| 30D | -47.0% | +13.2% | -60.2% | -49.9% |
| 3M | -43.3% | +16.3% | -59.6% | -47.2% |
| 6M | -42.9% | +7.1% | -50.0% | -46.1% |
| YTD | +12.9% | +15.8% | -3.0% | +2.2% |
| 1Y | +18.2% | +17.1% | +1.1% | +6.2% |
| 3Y | +151.8% | +63.2% | +88.6% | +88.9% |
| 5Y | +54.2% | +70.2% | -16.0% | +12.0% |
| 10Y | +908.2% | +337.0% | +571.2% | +355.4% |
| All | +1,551.7% | +8,169.9% | -6,618.2% | +76.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling