+285.1%
CME vs CP
+222.0%
+63.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -1.6% | -2.7% | +1.1% | -0.8% |
| 30D | +6.2% | +0.2% | +6.1% | +6.1% |
| 3M | +10.4% | +2.6% | +7.9% | +9.3% |
| 6M | -9.5% | +6.0% | -15.5% | -11.7% |
| YTD | +6.0% | +24.9% | -18.9% | -2.1% |
| 1Y | +9.3% | +20.1% | -10.8% | +2.0% |
| 3Y | +57.7% | +16.4% | +41.3% | +45.0% |
| 5Y | +77.7% | +31.7% | +46.0% | +51.1% |
| All | +285.1% | +222.0% | +63.1% | +122.9% |
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