+873.9%
CME vs CG
+351.2%
+522.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.4% | 0.0% |
| 7D | -1.6% | -4.3% | +2.7% | -0.9% |
| 30D | +6.2% | -5.1% | +11.3% | +7.1% |
| 3M | +10.4% | +8.7% | +1.7% | +8.5% |
| 6M | -9.5% | -9.2% | -0.3% | -8.6% |
| YTD | +6.0% | -18.9% | +24.9% | +8.8% |
| 1Y | +9.3% | -25.6% | +34.9% | +13.5% |
| 3Y | +57.7% | +57.3% | +0.4% | +34.5% |
| 5Y | +77.7% | +10.2% | +67.5% | +59.5% |
| 10Y | +281.2% | +364.2% | -83.0% | +145.4% |
| All | +873.9% | +351.2% | +522.8% | +503.7% |
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