-65.0%
CBRS vs CME
+8.0%
-73.1%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +0.8% | +10.4% | +11.8% |
| 7D | +21.2% | +3.9% | +17.3% | +24.5% |
| 30D | -23.2% | +11.3% | -34.5% | -17.3% |
| 3M | -52.9% | +19.6% | -72.5% | -47.5% |
| All | -65.0% | +8.0% | -73.1% | -60.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling