-69.4%
U vs CME
+78.2%
-147.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -3.8% | -1.6% | -2.2% | -3.3% |
| 30D | +17.5% | +6.2% | +11.2% | +15.2% |
| 3M | +38.7% | +10.4% | +28.3% | +34.0% |
| 6M | +104.4% | -9.5% | +113.9% | +111.5% |
| YTD | -5.7% | +6.0% | -11.7% | -8.4% |
| 1Y | +3.7% | +9.3% | -5.6% | -1.1% |
| 3Y | +12.3% | +57.7% | -45.3% | -21.6% |
| All | -69.4% | +78.2% | -147.6% | -82.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling