+87.5%
U vs CME
+65.9%
+21.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.8% | +4.5% | +5.4% |
| 7D | +2.6% | +3.9% | -1.4% | +3.4% |
| 30D | +27.6% | +11.3% | +16.2% | +30.6% |
| 3M | +15.3% | +19.6% | -4.2% | +19.7% |
| 6M | +96.4% | +8.1% | +88.3% | +98.9% |
| YTD | +19.6% | +20.4% | -0.8% | +26.1% |
| 1Y | +42.1% | +16.5% | +25.6% | +48.5% |
| 3Y | +87.5% | +66.4% | +21.1% | +98.3% |
| All | +87.5% | +65.9% | +21.6% | +98.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling