+77.2%
CME vs CAG
-40.6%
+117.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.9% |
| 7D | -2.9% | -5.3% | +2.4% | -2.1% |
| 30D | +5.5% | +1.0% | +4.5% | +5.3% |
| 3M | +11.0% | +17.4% | -6.4% | +7.8% |
| 6M | -9.7% | -16.8% | +7.1% | -7.4% |
| YTD | +4.9% | -6.8% | +11.6% | +5.3% |
| 1Y | +10.1% | -15.4% | +25.5% | +12.3% |
| 3Y | +53.5% | -37.1% | +90.6% | +64.8% |
| 5Y | +77.2% | -41.3% | +118.4% | +90.4% |
| All | +77.2% | -40.6% | +117.8% | +90.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling