+65.2%
CME vs CAPR
+264.4%
-199.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -8.7% | +8.6% | -0.1% |
| 7D | +2.7% | +19.1% | -16.4% | +2.8% |
| 30D | +13.5% | +48.8% | -35.4% | +13.7% |
| 3M | +20.9% | +144.4% | -123.5% | +21.4% |
| 6M | +11.5% | -67.5% | +79.0% | +11.4% |
| YTD | +19.5% | -64.5% | +84.0% | +19.5% |
| 1Y | +17.2% | +74.4% | -57.2% | +18.7% |
| All | +65.2% | +264.4% | -199.3% | +78.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling