+7,418.1%
CME vs A
+1,648.2%
+5,769.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.2% | -1.0% |
| 7D | +0.9% | -0.1% | +1.0% | +0.9% |
| 30D | +13.2% | +3.4% | +9.8% | +11.6% |
| 3M | +16.3% | +23.8% | -7.6% | +7.0% |
| 6M | +7.1% | +49.0% | -41.9% | -8.7% |
| YTD | +15.8% | +29.4% | -13.6% | +2.9% |
| 1Y | +17.1% | +19.4% | -2.3% | +6.9% |
| 3Y | +63.2% | +66.2% | -3.0% | +24.7% |
| 5Y | +70.2% | +15.8% | +54.4% | +45.3% |
| 10Y | +337.0% | +326.1% | +10.9% | +106.3% |
| All | +7,418.1% | +1,648.2% | +5,769.9% | +1,895.5% |
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