+75.3%
CME vs CG
+5.5%
+69.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.0% | +2.7% | -1.0% |
| 7D | -1.1% | -6.4% | +5.3% | -0.7% |
| 30D | +4.2% | -7.1% | +11.3% | +4.6% |
| 3M | +7.3% | -1.6% | +8.9% | +7.3% |
| 6M | -11.4% | -8.3% | -3.1% | -11.2% |
| YTD | +3.5% | -23.8% | +27.3% | +4.9% |
| 1Y | +8.6% | -28.7% | +37.3% | +10.4% |
| 3Y | +51.6% | +49.2% | +2.4% | +38.0% |
| 5Y | +75.3% | +5.5% | +69.8% | +67.9% |
| All | +75.3% | +5.5% | +69.8% | +67.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling