+6,706.3%
CME vs CNC
+2,469.5%
+4,236.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.7% | +2.6% | -0.4% |
| 7D | -2.9% | -1.0% | -1.9% | -2.7% |
| 30D | +5.5% | -1.8% | +7.3% | +5.8% |
| 3M | +11.0% | -0.7% | +11.7% | +10.7% |
| 6M | -9.7% | +47.9% | -57.6% | -17.5% |
| YTD | +4.9% | +56.9% | -52.1% | -5.8% |
| 1Y | +10.1% | +123.9% | -113.8% | -8.9% |
| 3Y | +53.5% | -1.3% | +54.8% | +43.0% |
| 5Y | +77.2% | +2.8% | +74.4% | +60.6% |
| 10Y | +282.1% | +90.9% | +191.3% | +189.0% |
| All | +6,706.3% | +2,469.5% | +4,236.8% | +2,515.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling