+15.8%
CME vs CAG
-5.9%
+21.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.6% |
| 7D | +1.7% | +6.6% | -5.0% | +0.6% |
| 30D | +10.2% | +13.9% | -3.7% | +8.2% |
| 3M | +17.8% | +4.0% | +13.7% | +16.7% |
| 6M | +11.0% | +10.0% | +1.0% | +8.5% |
| YTD | +17.0% | -6.1% | +23.2% | +15.7% |
| 1Y | +15.8% | -4.3% | +20.1% | +13.9% |
| All | +15.8% | -5.9% | +21.7% | +13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling