+79.1%
CME vs AU
+707.7%
-628.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.5% | -0.8% |
| 7D | -0.6% | +0.6% | -1.3% | -0.7% |
| 30D | +4.7% | +12.3% | -7.6% | +4.3% |
| 3M | +7.8% | +29.4% | -21.5% | +6.9% |
| 6M | -11.0% | +3.2% | -14.2% | -11.2% |
| YTD | +4.0% | +31.8% | -27.8% | +2.6% |
| 1Y | +9.1% | +83.4% | -74.3% | +5.7% |
| 3Y | +52.3% | +623.1% | -570.8% | +37.0% |
| All | +79.1% | +707.7% | -628.6% | +62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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