+299.5%
CME vs CAPR
-64.9%
+364.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +9.4% | -9.9% | -0.5% |
| 7D | -0.6% | +36.0% | -36.6% | -0.6% |
| 30D | +8.5% | +25.8% | -17.3% | +8.5% |
| 3M | +16.0% | +140.8% | -124.8% | +15.8% |
| 6M | +9.3% | -67.6% | +76.9% | +9.4% |
| YTD | +15.3% | -65.9% | +81.2% | +15.4% |
| 1Y | +14.4% | +66.1% | -51.7% | +13.5% |
| 3Y | +59.9% | +256.9% | -197.0% | +56.4% |
| 5Y | +69.4% | +172.1% | -102.7% | +65.5% |
| 10Y | +299.5% | -64.7% | +364.2% | +286.9% |
| All | +299.5% | -64.9% | +364.4% | +286.9% |
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