+29.3%
V vs CME
+19.8%
+9.5%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.4% | +2.5% | +3.6% |
| 7D | +9.0% | +4.8% | +4.1% | +8.1% |
| 30D | +18.1% | +14.2% | +3.9% | +15.6% |
| 3M | +18.3% | +17.9% | +0.4% | +15.3% |
| 6M | +34.1% | +7.2% | +26.8% | +31.5% |
| YTD | +25.2% | +16.7% | +8.5% | +19.9% |
| 1Y | +29.3% | +19.6% | +9.8% | +22.3% |
| All | +29.3% | +19.8% | +9.5% | +22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling