+282.1%
CME vs CAPR
-77.1%
+359.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.6% | +2.5% | -1.1% |
| 7D | -2.9% | -9.5% | +6.6% | -2.9% |
| 30D | +5.5% | +121.5% | -116.0% | +5.3% |
| 3M | +11.0% | -65.4% | +76.3% | +11.0% |
| 6M | -9.7% | -67.5% | +57.8% | -9.6% |
| YTD | +4.9% | -68.6% | +73.5% | +4.9% |
| 1Y | +10.1% | +42.7% | -32.6% | +9.3% |
| 3Y | +53.5% | +43.4% | +10.2% | +50.9% |
| 5Y | +77.2% | +86.0% | -8.9% | +73.3% |
| 10Y | +282.1% | -77.4% | +359.5% | +273.8% |
| All | +282.1% | -77.1% | +359.3% | +273.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling