+7,418.1%
CME vs CB
+1,735.7%
+5,682.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.3% | +0.5% |
| 7D | +0.9% | +0.2% | +0.7% | +0.8% |
| 30D | +13.2% | +9.1% | +4.1% | +7.9% |
| 3M | +16.3% | +3.4% | +12.9% | +14.1% |
| 6M | +7.1% | +14.1% | -7.0% | -0.8% |
| YTD | +15.8% | +18.0% | -2.2% | +5.0% |
| 1Y | +17.1% | +30.1% | -13.1% | +0.5% |
| 3Y | +63.2% | +71.8% | -8.6% | +17.8% |
| 5Y | +70.2% | +101.8% | -31.6% | +9.7% |
| 10Y | +337.0% | +252.1% | +84.9% | +95.6% |
| All | +7,418.1% | +1,735.7% | +5,682.4% | +1,466.3% |
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