+328.9%
CME vs CAPR
-68.5%
+397.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.7% | -5.1% | -0.4% |
| 7D | +0.9% | +41.1% | -40.2% | +0.9% |
| 30D | +13.2% | +11.1% | +2.1% | +13.2% |
| 3M | +16.3% | +115.3% | -99.0% | +16.1% |
| 6M | +7.1% | -73.8% | +81.0% | +7.2% |
| YTD | +15.8% | -68.8% | +84.6% | +15.9% |
| 1Y | +17.1% | +43.3% | -26.2% | +16.2% |
| 3Y | +63.2% | +214.7% | -151.5% | +59.7% |
| 5Y | +70.2% | +141.3% | -71.1% | +66.4% |
| All | +328.9% | -68.5% | +397.4% | +316.7% |
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