+73.1%
CME vs ALL
+161.6%
-88.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | +3.9% | +5.0% | -1.1% | +2.8% |
| 30D | +11.3% | +13.3% | -2.0% | +8.3% |
| 3M | +19.6% | +3.2% | +16.4% | +18.6% |
| 6M | +8.1% | +25.3% | -17.3% | +2.7% |
| YTD | +20.4% | +30.5% | -10.0% | +13.2% |
| 1Y | +16.5% | +29.2% | -12.7% | +9.7% |
| 3Y | +66.4% | +119.1% | -52.7% | +39.6% |
| All | +73.1% | +161.6% | -88.6% | +37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling