+300.3%
CME vs CG
+274.5%
+25.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.3% | +4.2% | +0.6% |
| 7D | +2.7% | -1.5% | +4.2% | +2.9% |
| 30D | +13.5% | +5.7% | +7.8% | +12.2% |
| 3M | +20.9% | -17.9% | +38.8% | +24.7% |
| 6M | +11.5% | -20.2% | +31.7% | +15.3% |
| YTD | +19.5% | -32.0% | +51.5% | +26.4% |
| 1Y | +17.2% | -27.0% | +44.2% | +22.2% |
| 3Y | +65.1% | +42.8% | +22.4% | +39.1% |
| 5Y | +73.1% | -23.4% | +96.6% | +68.9% |
| All | +300.3% | +274.5% | +25.7% | +149.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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