+299.5%
CME vs CP
+261.0%
+38.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.5% | -1.1% |
| 7D | -0.6% | +2.8% | -3.3% | -1.4% |
| 30D | +8.5% | +11.3% | -2.8% | +4.9% |
| 3M | +16.0% | +2.9% | +13.2% | +14.8% |
| 6M | +9.3% | +9.8% | -0.4% | +5.8% |
| YTD | +15.3% | +28.5% | -13.2% | +5.4% |
| 1Y | +14.4% | +33.5% | -19.1% | +3.2% |
| 3Y | +59.9% | +31.9% | +28.0% | +40.0% |
| 5Y | +69.4% | +25.5% | +43.9% | +47.8% |
| 10Y | +299.5% | +257.6% | +41.9% | +121.4% |
| All | +299.5% | +261.0% | +38.5% | +121.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling