+7,418.1%
CME vs CI
+2,303.0%
+5,115.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | +0.4% |
| 7D | +0.9% | -1.6% | +2.5% | +1.4% |
| 30D | +13.2% | +5.4% | +7.8% | +11.2% |
| 3M | +16.3% | +7.3% | +9.0% | +13.5% |
| 6M | +7.1% | +5.3% | +1.8% | +4.9% |
| YTD | +15.8% | +8.5% | +7.3% | +11.8% |
| 1Y | +17.1% | +17.1% | 0.0% | +10.1% |
| 3Y | +63.2% | +1.4% | +61.7% | +54.7% |
| 5Y | +70.2% | +50.5% | +19.7% | +37.5% |
| 10Y | +337.0% | +168.5% | +168.5% | +170.5% |
| All | +7,418.1% | +2,303.0% | +5,115.1% | +1,928.4% |
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