+959.3%
CME vs CG
+306.4%
+652.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.6% | -7.0% | -1.6% |
| 7D | -0.6% | +3.0% | -3.6% | -1.2% |
| 30D | +8.5% | +10.1% | -1.6% | +6.6% |
| 3M | +16.0% | -10.8% | +26.9% | +17.9% |
| 6M | +9.3% | -15.2% | +24.6% | +11.8% |
| YTD | +15.3% | -26.9% | +42.2% | +20.2% |
| 1Y | +14.4% | -17.0% | +31.5% | +16.4% |
| 3Y | +59.9% | +54.6% | +5.3% | +36.0% |
| 5Y | +69.4% | -16.7% | +86.2% | +61.9% |
| 10Y | +299.5% | +320.1% | -20.6% | +161.3% |
| All | +959.3% | +306.4% | +652.9% | +567.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling