+5,061.8%
CME vs AGI
+5,459.2%
-397.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | -0.2% |
| 7D | -1.6% | +0.6% | -2.2% | -1.6% |
| 30D | +6.2% | +18.2% | -12.0% | +5.3% |
| 3M | +10.4% | -4.1% | +14.6% | +10.4% |
| 6M | -9.5% | -28.7% | +19.2% | -8.4% |
| YTD | +6.0% | -4.0% | +10.0% | +5.6% |
| 1Y | +9.3% | +17.4% | -8.1% | +7.6% |
| 3Y | +57.7% | +203.0% | -145.4% | +47.5% |
| 5Y | +77.7% | +376.7% | -299.0% | +61.6% |
| 10Y | +281.2% | +407.5% | -126.3% | +235.4% |
| All | +5,061.8% | +5,459.2% | -397.3% | +3,526.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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