+6,781.2%
CME vs CI
+2,199.6%
+4,581.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.2% |
| 7D | -1.6% | +1.3% | -2.9% | -2.0% |
| 30D | +6.2% | +4.4% | +1.8% | +4.7% |
| 3M | +10.4% | +0.7% | +9.8% | +9.9% |
| 6M | -9.5% | +0.3% | -9.9% | -10.1% |
| YTD | +6.0% | +3.8% | +2.2% | +3.9% |
| 1Y | +9.3% | -5.5% | +14.8% | +9.2% |
| 3Y | +57.7% | +8.1% | +49.5% | +46.1% |
| 5Y | +77.7% | +42.8% | +34.9% | +46.0% |
| 10Y | +281.2% | +143.9% | +137.3% | +143.8% |
| All | +6,781.2% | +2,199.6% | +4,581.6% | +1,785.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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