+79.1%
CME vs CAPR
+84.7%
-5.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.3% |
| 7D | -1.6% | -2.0% | +0.4% | -1.6% |
| 30D | +6.2% | +139.2% | -133.0% | +6.3% |
| 3M | +10.4% | -66.4% | +76.8% | +10.4% |
| 6M | -9.5% | -63.1% | +53.6% | -9.5% |
| YTD | +6.0% | -67.4% | +73.4% | +6.0% |
| 1Y | +9.3% | +58.2% | -49.0% | +9.1% |
| 3Y | +57.7% | +42.2% | +15.4% | +52.3% |
| All | +79.1% | +84.7% | -5.6% | +68.5% |
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