+19.6%
CME vs CF
+35.9%
-16.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.4% | +5.8% | +1.9% |
| 7D | +4.8% | -6.9% | +11.7% | +5.7% |
| 30D | +14.2% | -3.7% | +17.9% | +14.6% |
| 3M | +17.9% | -5.0% | +22.9% | +18.1% |
| 6M | +7.2% | -10.5% | +17.7% | +7.7% |
| YTD | +16.7% | +46.5% | -29.8% | +10.2% |
| 1Y | +19.6% | +34.8% | -15.3% | +14.6% |
| All | +19.6% | +35.9% | -16.3% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 1y: compounded portfolio wealth divided by compounded CF 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…
1y analysis · Full analysis span regression · 6 months rolling