+17.1%
CME vs AR
+8.4%
+8.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.4% |
| 7D | +0.9% | -14.3% | +15.2% | +1.9% |
| 30D | +13.2% | +1.4% | +11.7% | +12.8% |
| 3M | +16.3% | +3.4% | +12.9% | +15.7% |
| 6M | +7.1% | -2.1% | +9.2% | +6.7% |
| YTD | +15.8% | +4.7% | +11.1% | +14.8% |
| 1Y | +17.1% | +10.6% | +6.5% | +15.0% |
| All | +17.1% | +8.4% | +8.7% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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