+66.4%
CME vs CB
+74.1%
-7.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.4% |
| 7D | +3.9% | +2.9% | +1.0% | +3.0% |
| 30D | +11.3% | +7.3% | +4.0% | +8.8% |
| 3M | +19.6% | +9.4% | +10.2% | +16.1% |
| 6M | +8.1% | +19.6% | -11.6% | +1.8% |
| YTD | +20.4% | +21.5% | -1.1% | +12.7% |
| 1Y | +16.5% | +28.0% | -11.5% | +7.3% |
| 3Y | +66.4% | +74.9% | -8.4% | +33.0% |
| All | +66.4% | +74.1% | -7.7% | +33.0% |
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