+7,663.4%
CME vs CAG
+90.4%
+7,573.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.4% | +4.6% | +3.0% |
| 7D | +2.5% | -1.8% | +4.2% | +3.0% |
| 30D | +13.9% | +9.7% | +4.3% | +10.4% |
| 3M | +22.4% | +0.5% | +21.9% | +21.6% |
| 6M | +12.9% | +8.9% | +4.0% | +8.8% |
| YTD | +19.6% | -8.4% | +28.0% | +21.0% |
| 1Y | +17.7% | -8.3% | +26.0% | +18.9% |
| 3Y | +65.3% | -36.1% | +101.4% | +84.9% |
| 5Y | +75.1% | -40.1% | +115.3% | +97.7% |
| 10Y | +305.8% | -36.9% | +342.7% | +312.8% |
| All | +7,663.4% | +90.4% | +7,573.0% | +3,607.8% |
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 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