+282.1%
CME vs CG
+345.5%
-63.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.7% |
| 7D | -2.9% | -1.3% | -1.6% | -2.7% |
| 30D | +5.5% | -3.2% | +8.7% | +6.0% |
| 3M | +11.0% | +6.2% | +4.8% | +9.4% |
| 6M | -9.7% | -4.7% | -5.0% | -9.5% |
| YTD | +4.9% | -20.6% | +25.5% | +8.2% |
| 1Y | +10.1% | -26.4% | +36.4% | +14.8% |
| 3Y | +53.5% | +55.4% | -1.9% | +28.4% |
| 5Y | +77.2% | +9.8% | +67.3% | +57.1% |
| 10Y | +282.1% | +341.4% | -59.2% | +136.3% |
| All | +282.1% | +345.5% | -63.4% | +136.3% |
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