+433.6%
CME vs AG
+445.6%
-12.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | -0.1% |
| 7D | -1.6% | +1.0% | -2.6% | -1.7% |
| 30D | +6.2% | +19.2% | -12.9% | +4.8% |
| 3M | +10.4% | +6.2% | +4.3% | +9.4% |
| 6M | -9.5% | -26.7% | +17.2% | -8.4% |
| YTD | +6.0% | +26.1% | -20.1% | +2.5% |
| 1Y | +9.3% | +131.7% | -122.4% | +0.2% |
| 3Y | +57.7% | +255.3% | -197.7% | +35.8% |
| 5Y | +77.7% | +61.9% | +15.7% | +59.5% |
| 10Y | +281.2% | +72.0% | +209.2% | +214.7% |
| All | +433.6% | +445.6% | -12.0% | +135.0% |
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