+3,310.4%
V vs CME
+562.1%
+2,748.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | +0.2% |
| 7D | +2.2% | +0.9% | +1.3% | +1.8% |
| 30D | +13.6% | +13.2% | +0.4% | +7.9% |
| 3M | +14.3% | +16.3% | -2.0% | +7.3% |
| 6M | +33.1% | +7.1% | +26.0% | +28.4% |
| YTD | +21.2% | +15.8% | +5.4% | +12.7% |
| 1Y | +26.4% | +17.1% | +9.4% | +17.0% |
| 3Y | +77.6% | +63.2% | +14.4% | +41.1% |
| 5Y | +102.6% | +70.2% | +32.4% | +56.4% |
| 10Y | +464.4% | +337.0% | +127.4% | +189.6% |
| All | +3,310.4% | +562.1% | +2,748.3% | +1,118.2% |
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