+328.9%
CME vs CF
+561.7%
-232.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | +0.9% | -3.2% | +4.1% | +1.4% |
| 30D | +13.2% | +4.3% | +8.9% | +12.2% |
| 3M | +16.3% | +2.8% | +13.5% | +15.3% |
| 6M | +7.1% | +0.6% | +6.5% | +6.4% |
| YTD | +15.8% | +56.6% | -40.8% | +5.1% |
| 1Y | +17.1% | +49.6% | -32.5% | +7.1% |
| 3Y | +63.2% | +61.5% | +1.7% | +43.9% |
| 5Y | +70.2% | +124.0% | -53.7% | +30.9% |
| All | +328.9% | +561.7% | -232.9% | +127.6% |
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 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