+71.0%
CME vs A
+15.4%
+55.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.2% | -0.5% |
| 7D | +0.9% | -0.1% | +1.0% | +0.9% |
| 30D | +13.2% | +3.4% | +9.8% | +13.0% |
| 3M | +16.3% | +23.8% | -7.6% | +15.1% |
| 6M | +7.1% | +49.0% | -41.9% | +4.9% |
| YTD | +15.8% | +29.4% | -13.6% | +14.4% |
| 1Y | +17.1% | +19.4% | -2.3% | +16.4% |
| 3Y | +63.2% | +66.2% | -3.0% | +52.1% |
| All | +71.0% | +15.4% | +55.7% | +68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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