+483.0%
CME vs AG
+294.5%
+188.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.3% | -0.6% |
| 7D | +0.9% | +6.3% | -5.4% | +0.5% |
| 30D | +13.2% | -8.9% | +22.1% | +13.7% |
| 3M | +16.3% | -12.2% | +28.5% | +16.8% |
| 6M | +7.1% | -28.3% | +35.4% | +8.6% |
| YTD | +15.8% | -8.8% | +24.7% | +14.2% |
| 1Y | +17.1% | +39.4% | -22.3% | +11.6% |
| 3Y | +63.2% | +229.4% | -166.3% | +40.9% |
| 5Y | +70.2% | +14.5% | +55.7% | +56.3% |
| 10Y | +337.0% | +82.7% | +254.3% | +255.2% |
| All | +483.0% | +294.5% | +188.6% | +161.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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