+303.4%
CME vs CP
+257.3%
+46.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | +3.9% | +2.1% | +1.8% | +3.2% |
| 30D | +11.3% | +9.3% | +2.0% | +8.2% |
| 3M | +19.6% | +0.5% | +19.1% | +19.2% |
| 6M | +8.1% | +10.4% | -2.3% | +4.4% |
| YTD | +20.4% | +28.7% | -8.3% | +10.1% |
| 1Y | +16.5% | +33.2% | -16.7% | +5.2% |
| 3Y | +66.4% | +38.4% | +28.0% | +43.0% |
| 5Y | +74.5% | +26.2% | +48.3% | +52.0% |
| All | +303.4% | +257.3% | +46.1% | +129.3% |
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