+6,781.2%
CME vs CB
+1,612.7%
+5,168.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.8% |
| 7D | -1.6% | +0.5% | -2.1% | -1.9% |
| 30D | +6.2% | -3.1% | +9.3% | +8.0% |
| 3M | +10.4% | +9.0% | +1.5% | +4.9% |
| 6M | -9.5% | +2.9% | -12.4% | -11.4% |
| YTD | +6.0% | +10.1% | -4.1% | -0.2% |
| 1Y | +9.3% | +22.8% | -13.5% | -3.3% |
| 3Y | +57.7% | +73.8% | -16.1% | +12.8% |
| 5Y | +77.7% | +99.2% | -21.5% | +15.0% |
| 10Y | +281.2% | +218.2% | +63.0% | +80.2% |
| All | +6,781.2% | +1,612.7% | +5,168.5% | +1,389.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling