+71.0%
CME vs CF
+120.6%
-49.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.5% |
| 7D | +0.9% | -3.2% | +4.1% | +1.1% |
| 30D | +13.2% | +4.3% | +8.9% | +12.8% |
| 3M | +16.3% | +2.8% | +13.5% | +15.9% |
| 6M | +7.1% | +0.6% | +6.5% | +6.8% |
| YTD | +15.8% | +56.6% | -40.8% | +12.4% |
| 1Y | +17.1% | +49.6% | -32.5% | +13.9% |
| 3Y | +63.2% | +61.5% | +1.7% | +57.0% |
| All | +71.0% | +120.6% | -49.6% | +53.4% |
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