-70.5%
CBRS vs CME
+4.7%
-75.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +1.4% | -7.5% | -5.1% |
| 7D | -18.4% | +4.8% | -23.2% | -15.4% |
| 30D | -49.4% | +14.2% | -63.6% | -45.1% |
| 3M | -59.6% | +17.9% | -77.5% | -55.6% |
| All | -70.5% | +4.7% | -75.2% | -67.7% |
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 · Available span rolling