+280.6%
CME vs CAG
-35.6%
+316.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.7% |
| 7D | -0.6% | -6.6% | +6.0% | +0.4% |
| 30D | +4.7% | +2.3% | +2.4% | +4.3% |
| 3M | +7.8% | +16.3% | -8.5% | +5.1% |
| 6M | -11.0% | -16.0% | +5.1% | -8.9% |
| YTD | +4.0% | -7.7% | +11.7% | +4.7% |
| 1Y | +9.1% | -16.0% | +25.2% | +11.3% |
| 3Y | +52.3% | -37.7% | +90.0% | +62.0% |
| 5Y | +76.1% | -41.2% | +117.3% | +88.6% |
| 10Y | +280.6% | -33.8% | +314.4% | +300.8% |
| All | +280.6% | -35.6% | +316.2% | +300.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 10y: compounded portfolio wealth divided by compounded CAG 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…
10y analysis · Full analysis span regression · 6 months rolling