+16.5%
CME vs CG
-25.8%
+42.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.3% | +0.8% |
| 7D | +3.9% | +0.2% | +3.8% | +3.9% |
| 30D | +11.3% | +11.2% | +0.2% | +11.1% |
| 3M | +19.6% | -22.1% | +41.6% | +19.7% |
| 6M | +8.1% | -17.9% | +26.0% | +7.6% |
| YTD | +20.4% | -31.3% | +51.7% | +19.2% |
| 1Y | +16.5% | -24.0% | +40.5% | +15.9% |
| All | +16.5% | -25.8% | +42.3% | +15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling