+79.1%
CME vs CNC
+3.0%
+76.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.8% |
| 7D | -0.6% | -4.9% | +4.2% | -0.3% |
| 30D | +4.7% | -3.8% | +8.5% | +4.9% |
| 3M | +7.8% | -3.2% | +11.1% | +7.9% |
| 6M | -11.0% | +47.9% | -58.9% | -13.4% |
| YTD | +4.0% | +55.7% | -51.7% | +0.7% |
| 1Y | +9.1% | +106.2% | -97.1% | +3.3% |
| 3Y | +52.3% | -2.1% | +54.3% | +49.1% |
| All | +79.1% | +3.0% | +76.1% | +77.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling