+73.1%
CME vs CAPR
+192.6%
-119.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -8.7% | +8.6% | -0.1% |
| 7D | +2.7% | +19.1% | -16.4% | +2.7% |
| 30D | +13.5% | +48.8% | -35.4% | +13.5% |
| 3M | +20.9% | +144.4% | -123.5% | +21.0% |
| 6M | +11.5% | -67.5% | +79.0% | +11.5% |
| YTD | +19.5% | -64.5% | +84.0% | +19.5% |
| 1Y | +17.2% | +74.4% | -57.2% | +17.1% |
| 3Y | +65.1% | +265.7% | -200.6% | +54.7% |
| 5Y | +73.1% | +196.0% | -122.8% | +60.2% |
| All | +73.1% | +192.6% | -119.5% | +60.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling