+65.6%
CME vs AS
+137.8%
-72.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.3% | +1.4% |
| 7D | +1.7% | +4.5% | -2.8% | +1.8% |
| 30D | +10.2% | +13.2% | -3.1% | +10.6% |
| 3M | +17.8% | -11.9% | +29.7% | +17.2% |
| 6M | +11.0% | -11.6% | +22.6% | +10.6% |
| YTD | +17.0% | -14.7% | +31.7% | +16.7% |
| 1Y | +15.8% | +5.7% | +10.1% | +16.2% |
| All | +65.6% | +137.8% | -72.1% | +67.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling