+99.1%
V vs CME
+69.3%
+29.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | +0.1% |
| 7D | +2.2% | +0.9% | +1.3% | +1.9% |
| 30D | +13.6% | +13.2% | +0.4% | +9.5% |
| 3M | +14.3% | +16.3% | -2.0% | +9.2% |
| 6M | +33.1% | +7.1% | +26.0% | +30.0% |
| YTD | +21.2% | +15.8% | +5.4% | +14.8% |
| 1Y | +26.4% | +17.1% | +9.4% | +19.2% |
| 3Y | +77.6% | +63.2% | +14.4% | +46.5% |
| All | +99.1% | +69.3% | +29.7% | +56.5% |
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