-24.7%
U vs CME
+126.2%
-150.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +6.0% | +5.6% |
| 7D | +36.6% | +0.9% | +35.7% | +36.4% |
| 30D | +13.3% | +13.2% | +0.1% | +10.7% |
| 3M | +26.2% | +16.3% | +9.9% | +22.7% |
| 6M | +88.7% | +7.1% | +81.6% | +85.8% |
| YTD | +16.6% | +15.8% | +0.7% | +12.9% |
| 1Y | +29.0% | +17.1% | +11.9% | +24.3% |
| 3Y | +99.5% | +63.2% | +36.3% | +66.7% |
| 5Y | -66.1% | +70.2% | -136.3% | -72.7% |
| All | -24.7% | +126.2% | -150.9% | -22.9% |
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