-22.7%
U vs CME
+135.1%
-157.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.8% | +4.5% | +5.1% |
| 7D | +2.6% | +3.9% | -1.4% | +1.9% |
| 30D | +27.6% | +11.3% | +16.2% | +25.2% |
| 3M | +15.3% | +19.6% | -4.2% | +11.6% |
| 6M | +96.4% | +8.1% | +88.3% | +93.5% |
| YTD | +19.6% | +20.4% | -0.8% | +15.0% |
| 1Y | +42.1% | +16.5% | +25.6% | +37.6% |
| 3Y | +87.5% | +66.4% | +21.1% | +57.1% |
| 5Y | -73.1% | +74.5% | -147.6% | -78.5% |
| All | -22.7% | +135.1% | -157.9% | -21.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling