-37.8%
U vs CME
+103.1%
-140.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | +4.4% | -0.6% | +5.0% | +4.5% |
| 30D | -1.3% | +4.7% | -6.0% | -2.1% |
| 3M | +49.6% | +7.8% | +41.7% | +47.3% |
| 6M | +100.2% | -11.0% | +111.2% | +104.6% |
| YTD | -3.7% | +4.0% | -7.7% | -4.8% |
| 1Y | -6.5% | +9.1% | -15.6% | -8.8% |
| 3Y | +12.9% | +52.3% | -39.4% | -5.6% |
| 5Y | -68.3% | +76.1% | -144.4% | -73.1% |
| All | -37.8% | +103.1% | -140.9% | -35.0% |
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 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