+284.1%
CME vs CF
+569.3%
-285.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +3.0% | +0.3% |
| 7D | -1.6% | +6.0% | -7.6% | -2.6% |
| 30D | +6.2% | +14.8% | -8.6% | +3.6% |
| 3M | +10.4% | +14.1% | -3.6% | +7.7% |
| 6M | -9.5% | +28.5% | -38.1% | -14.4% |
| YTD | +6.0% | +74.9% | -68.9% | -5.3% |
| 1Y | +9.3% | +61.7% | -52.4% | -1.2% |
| 3Y | +57.7% | +80.3% | -22.7% | +36.7% |
| 5Y | +77.7% | +226.0% | -148.3% | +25.8% |
| All | +284.1% | +569.3% | -285.2% | +116.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling