+9.1%
CME vs CNC
+84.7%
-75.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.0% | +0.5% |
| 7D | -1.6% | -0.9% | -0.7% | -1.6% |
| 30D | +5.6% | -1.0% | +6.6% | +5.6% |
| 3M | +5.6% | +4.5% | +1.1% | +5.4% |
| 6M | -8.3% | +85.2% | -93.5% | -9.2% |
| YTD | +4.3% | +61.4% | -57.1% | +3.4% |
| 1Y | +9.1% | +94.9% | -85.8% | +8.7% |
| All | +9.1% | +84.7% | -75.6% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 1y: compounded portfolio wealth divided by compounded CNC 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…
1y analysis · Full analysis span regression · 6 months rolling