+57.9%
CME vs CB
+74.5%
-16.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.3% |
| 7D | -1.6% | +0.5% | -2.1% | -1.7% |
| 30D | +6.2% | -3.1% | +9.3% | +7.2% |
| 3M | +10.4% | +9.0% | +1.5% | +7.2% |
| 6M | -9.5% | +2.9% | -12.4% | -10.6% |
| YTD | +6.0% | +10.1% | -4.1% | +2.5% |
| 1Y | +9.3% | +22.8% | -13.5% | +2.2% |
| All | +57.9% | +74.5% | -16.6% | +30.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling