+15.8%
CME vs CG
-19.2%
+35.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +1.5% |
| 7D | +1.7% | +2.0% | -0.3% | +1.6% |
| 30D | +10.2% | +8.5% | +1.6% | +9.9% |
| 3M | +17.8% | -12.1% | +29.9% | +17.7% |
| 6M | +11.0% | -16.4% | +27.4% | +10.3% |
| YTD | +17.0% | -28.0% | +45.0% | +15.8% |
| 1Y | +15.8% | -18.9% | +34.7% | +14.6% |
| All | +15.8% | -19.2% | +35.0% | +14.6% |
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