+305.8%
CME vs CAPR
-59.1%
+364.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +26.5% | -24.3% | +2.2% |
| 7D | +2.5% | +25.8% | -23.3% | +2.4% |
| 30D | +13.9% | +50.2% | -36.3% | +13.9% |
| 3M | +22.4% | +185.5% | -163.1% | +22.1% |
| 6M | +12.9% | -64.8% | +77.7% | +12.9% |
| YTD | +19.6% | -61.1% | +80.7% | +19.6% |
| 1Y | +17.7% | +81.0% | -63.3% | +16.8% |
| 3Y | +65.3% | +300.7% | -235.4% | +61.7% |
| 5Y | +75.1% | +223.3% | -148.2% | +71.0% |
| 10Y | +305.8% | -58.8% | +364.5% | +292.6% |
| All | +305.8% | -59.1% | +364.8% | +292.6% |
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