+75.1%
CME vs CB
+105.3%
-30.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.1% |
| 7D | +2.5% | -1.0% | +3.5% | +2.8% |
| 30D | +13.9% | +7.3% | +6.6% | +11.2% |
| 3M | +22.4% | +7.0% | +15.4% | +19.5% |
| 6M | +12.9% | +16.3% | -3.5% | +6.7% |
| YTD | +19.6% | +19.7% | -0.1% | +11.8% |
| 1Y | +17.7% | +27.8% | -10.1% | +7.5% |
| 3Y | +65.3% | +72.0% | -6.7% | +33.9% |
| 5Y | +75.1% | +104.9% | -29.7% | +30.4% |
| All | +75.1% | +105.3% | -30.1% | +30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling