+299.5%
CME vs CB
+246.2%
+53.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | -0.6% | -1.5% | +0.9% | +0.2% |
| 30D | +8.5% | +6.5% | +2.0% | +5.2% |
| 3M | +16.0% | +4.1% | +12.0% | +13.7% |
| 6M | +9.3% | +14.4% | -5.1% | +1.7% |
| YTD | +15.3% | +17.5% | -2.2% | +5.6% |
| 1Y | +14.4% | +27.5% | -13.1% | +0.4% |
| 3Y | +59.9% | +71.6% | -11.7% | +17.8% |
| 5Y | +69.4% | +100.6% | -31.2% | +12.0% |
| 10Y | +299.5% | +243.0% | +56.5% | +77.9% |
| All | +299.5% | +246.2% | +53.3% | +77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 10y: compounded portfolio wealth divided by compounded CB 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…
10y analysis · Full analysis span regression · 6 months rolling