+15.8%
CME vs CAPR
+47.8%
-32.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -9.9% | +11.4% | +1.5% |
| 7D | +1.7% | +7.6% | -6.0% | +1.7% |
| 30D | +10.2% | +13.3% | -3.1% | +10.3% |
| 3M | +17.8% | +130.4% | -112.6% | +18.3% |
| 6M | +11.0% | -70.8% | +81.8% | +10.9% |
| YTD | +17.0% | -69.3% | +86.3% | +17.0% |
| 1Y | +15.8% | +59.5% | -43.7% | +17.1% |
| All | +15.8% | +47.8% | -32.0% | +17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling