+288.0%
CME vs CF
+494.2%
-206.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.1% | +1.1% |
| 7D | +1.7% | +4.8% | -3.1% | +0.8% |
| 30D | +10.2% | +9.7% | +0.5% | +8.3% |
| 3M | +17.8% | +1.2% | +16.5% | +17.1% |
| 6M | +11.0% | +7.4% | +3.6% | +9.0% |
| YTD | +17.0% | +60.5% | -43.5% | +5.9% |
| 1Y | +15.8% | +50.7% | -34.9% | +6.0% |
| 3Y | +61.8% | +64.8% | -3.0% | +42.6% |
| 5Y | +72.5% | +115.8% | -43.3% | +35.0% |
| 10Y | +288.0% | +481.0% | -193.0% | +126.6% |
| All | +288.0% | +494.2% | -206.2% | +126.6% |
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