+59.9%
CME vs CAG
-34.3%
+94.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.8% | -0.5% |
| 7D | -0.6% | +4.6% | -5.1% | -1.1% |
| 30D | +8.5% | +14.7% | -6.1% | +6.9% |
| 3M | +16.0% | +2.4% | +13.7% | +15.4% |
| 6M | +9.3% | +10.7% | -1.4% | +7.7% |
| YTD | +15.3% | -5.5% | +20.8% | +14.8% |
| 1Y | +14.4% | -4.6% | +19.0% | +13.8% |
| 3Y | +59.9% | -34.4% | +94.4% | +72.8% |
| All | +59.9% | -34.3% | +94.2% | +72.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling