+2,926.4%
V vs CME
+506.0%
+2,420.4%
-51.9%
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% | -0.9% |
| 7D | -1.7% | -1.6% | -0.1% | -1.1% |
| 30D | +2.0% | +6.2% | -4.3% | -0.6% |
| 3M | +17.4% | +10.4% | +6.9% | +12.2% |
| 6M | +17.5% | -9.5% | +27.0% | +21.4% |
| YTD | +7.6% | +6.0% | +1.6% | +3.8% |
| 1Y | +7.7% | +9.3% | -1.6% | +2.5% |
| 3Y | +54.7% | +57.7% | -3.0% | +24.6% |
| 5Y | +73.0% | +77.7% | -4.6% | +31.2% |
| 10Y | +390.9% | +281.2% | +109.6% | +166.3% |
| All | +2,926.4% | +506.0% | +2,420.4% | +1,022.0% |
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