+6,781.2%
CME vs A
+1,406.8%
+5,374.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | -1.6% | -1.9% | +0.4% | -0.9% |
| 30D | +6.2% | +6.9% | -0.7% | +3.5% |
| 3M | +10.4% | +9.2% | +1.2% | +6.4% |
| 6M | -9.5% | +25.7% | -35.2% | -18.1% |
| YTD | +6.0% | +11.5% | -5.5% | -0.3% |
| 1Y | +9.3% | +18.4% | -9.1% | -0.1% |
| 3Y | +57.7% | +26.6% | +31.1% | +33.6% |
| 5Y | +77.7% | -12.8% | +90.5% | +69.8% |
| 10Y | +281.2% | +247.2% | +34.1% | +94.6% |
| All | +6,781.2% | +1,406.8% | +5,374.3% | +1,833.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling