+69.4%
CME vs CF
+112.3%
-42.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.4% | -0.4% |
| 7D | -0.6% | -0.9% | +0.3% | -0.5% |
| 30D | +8.5% | +6.9% | +1.6% | +8.0% |
| 3M | +16.0% | +4.8% | +11.2% | +15.5% |
| 6M | +9.3% | +4.7% | +4.7% | +8.8% |
| YTD | +15.3% | +56.5% | -41.2% | +11.9% |
| 1Y | +14.4% | +48.4% | -34.0% | +11.4% |
| 3Y | +59.9% | +59.1% | +0.8% | +54.1% |
| 5Y | +69.4% | +109.5% | -40.1% | +52.7% |
| All | +69.4% | +112.3% | -42.8% | +52.7% |
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