+14.1%
CME vs ALL
+28.9%
-14.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -0.6% | -3.9% | +3.3% | +0.4% |
| 30D | +8.5% | +10.6% | -2.1% | +6.0% |
| 3M | +16.0% | -4.6% | +20.6% | +16.8% |
| 6M | +9.3% | +20.2% | -10.8% | +5.7% |
| YTD | +15.3% | +23.7% | -8.4% | +10.8% |
| All | +14.1% | +28.9% | -14.8% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 1y: compounded portfolio wealth divided by compounded ALL 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…
1y analysis · Full analysis span regression · 6 months rolling