+11.5%
CME vs CAPR
-67.6%
+79.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -8.7% | +8.6% | -0.2% |
| 7D | +2.7% | +19.1% | -16.4% | +3.0% |
| 30D | +13.5% | +48.8% | -35.4% | +14.3% |
| 3M | +20.9% | +144.4% | -123.5% | +22.2% |
| 6M | +11.5% | -67.5% | +79.0% | +5.4% |
| All | +11.5% | -67.6% | +79.1% | +5.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling