+73.1%
CME vs CF
+114.1%
-41.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.6% | +0.8% |
| 7D | +3.9% | +4.8% | -0.8% | +3.6% |
| 30D | +11.3% | +4.7% | +6.6% | +11.0% |
| 3M | +19.6% | +7.4% | +12.1% | +18.8% |
| 6M | +8.1% | +0.6% | +7.5% | +7.8% |
| YTD | +20.4% | +64.1% | -43.7% | +16.5% |
| 1Y | +16.5% | +51.4% | -34.9% | +13.2% |
| 3Y | +66.4% | +67.8% | -1.4% | +59.8% |
| All | +73.1% | +114.1% | -41.0% | +57.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling