+19.1%
CME vs AS
0.0%
+19.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +1.9% | -0.4% |
| 7D | +3.7% | +7.1% | -3.5% | +4.0% |
| 30D | +13.7% | +12.8% | +0.9% | +14.4% |
| 3M | +16.6% | -14.7% | +31.3% | +15.0% |
| 6M | +8.2% | -9.9% | +18.1% | +7.6% |
| YTD | +16.3% | -16.1% | +32.5% | +15.5% |
| 1Y | +19.1% | +0.2% | +18.9% | +20.0% |
| All | +19.1% | 0.0% | +19.1% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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