+18.4%
U vs CME
+19.8%
-1.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.4% | +3.5% | +5.1% |
| 7D | +7.5% | +4.8% | +2.7% | +8.2% |
| 30D | -7.0% | +14.2% | -21.2% | -5.5% |
| 3M | +20.6% | +17.9% | +2.6% | +23.1% |
| 6M | +53.2% | +7.2% | +45.9% | +53.0% |
| YTD | -3.9% | +16.7% | -20.6% | +6.5% |
| 1Y | +18.4% | +19.6% | -1.2% | +35.6% |
| All | +18.4% | +19.8% | -1.4% | +35.6% |
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