+15.8%
CME vs CB
+30.5%
-14.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +0.9% |
| 7D | +1.7% | +0.7% | +1.0% | +1.4% |
| 30D | +10.2% | +8.2% | +2.0% | +7.2% |
| 3M | +17.8% | +6.3% | +11.5% | +15.1% |
| 6M | +11.0% | +16.2% | -5.2% | +4.4% |
| YTD | +17.0% | +19.3% | -2.3% | +9.1% |
| 1Y | +15.8% | +29.2% | -13.4% | +3.2% |
| All | +15.8% | +30.5% | -14.7% | +3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling