+6,781.2%
CME vs CAG
+96.5%
+6,684.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | 0.0% |
| 7D | -1.6% | -3.8% | +2.2% | -0.4% |
| 30D | +6.2% | +3.1% | +3.1% | +5.0% |
| 3M | +10.4% | +23.5% | -13.1% | +2.5% |
| 6M | -9.5% | -14.8% | +5.3% | -5.5% |
| YTD | +6.0% | -5.4% | +11.5% | +6.5% |
| 1Y | +9.3% | -11.8% | +21.1% | +12.0% |
| 3Y | +57.7% | -36.7% | +94.3% | +77.3% |
| 5Y | +77.7% | -40.3% | +118.0% | +101.4% |
| 10Y | +281.2% | -37.0% | +318.2% | +288.1% |
| All | +6,781.2% | +96.5% | +6,684.7% | +3,163.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling