+544.1%
CME vs AR
-27.2%
+571.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | -1.6% | +2.5% | -4.1% | -1.7% |
| 30D | +6.2% | +14.8% | -8.6% | +5.5% |
| 3M | +10.4% | +6.2% | +4.2% | +10.0% |
| 6M | -9.5% | +4.3% | -13.8% | -9.8% |
| YTD | +6.0% | +14.4% | -8.3% | +5.1% |
| 1Y | +9.3% | +21.3% | -12.1% | +7.9% |
| 3Y | +57.7% | +39.8% | +17.9% | +53.3% |
| 5Y | +77.7% | +142.1% | -64.4% | +66.5% |
| 10Y | +281.2% | +52.0% | +229.2% | +235.2% |
| All | +544.1% | -27.2% | +571.3% | +508.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling