+7,384.4%
CME vs CAG
+96.3%
+7,288.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.8% | -0.6% |
| 7D | -0.6% | +4.6% | -5.1% | -2.1% |
| 30D | +8.5% | +14.7% | -6.1% | +3.7% |
| 3M | +16.0% | +2.4% | +13.7% | +14.7% |
| 6M | +9.3% | +10.7% | -1.4% | +4.9% |
| YTD | +15.3% | -5.5% | +20.8% | +15.5% |
| 1Y | +14.4% | -4.6% | +19.0% | +14.1% |
| 3Y | +59.9% | -34.4% | +94.4% | +77.4% |
| 5Y | +69.4% | -39.2% | +108.6% | +90.4% |
| 10Y | +299.5% | -39.0% | +338.4% | +314.3% |
| All | +7,384.4% | +96.3% | +7,288.1% | +3,440.6% |
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