-39.0%
U vs CME
+107.0%
-146.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | -3.8% | -1.6% | -2.2% | -3.5% |
| 30D | +17.5% | +6.2% | +11.2% | +16.2% |
| 3M | +38.7% | +10.4% | +28.3% | +36.0% |
| 6M | +104.4% | -9.5% | +113.9% | +108.4% |
| YTD | -5.7% | +6.0% | -11.7% | -7.1% |
| 1Y | +3.7% | +9.3% | -5.6% | +1.2% |
| 3Y | +12.3% | +57.7% | -45.3% | -7.2% |
| 5Y | -68.8% | +77.7% | -146.5% | -73.7% |
| All | -39.0% | +107.0% | -146.1% | -36.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling