+305.8%
CME vs CB
+248.4%
+57.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.0% |
| 7D | +2.5% | -1.0% | +3.5% | +3.0% |
| 30D | +13.9% | +7.3% | +6.6% | +10.0% |
| 3M | +22.4% | +7.0% | +15.4% | +18.2% |
| 6M | +12.9% | +16.3% | -3.5% | +4.2% |
| YTD | +19.6% | +19.7% | -0.1% | +8.5% |
| 1Y | +17.7% | +27.8% | -10.1% | +3.2% |
| 3Y | +65.3% | +72.0% | -6.7% | +21.8% |
| 5Y | +75.1% | +104.9% | -29.7% | +14.5% |
| 10Y | +305.8% | +246.7% | +59.0% | +81.1% |
| All | +305.8% | +248.4% | +57.4% | +81.1% |
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