+288.0%
CME vs CP
+255.2%
+32.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | +1.7% | +2.8% | -1.2% | +0.8% |
| 30D | +10.2% | +11.0% | -0.9% | +6.6% |
| 3M | +17.8% | +3.8% | +13.9% | +16.2% |
| 6M | +11.0% | +9.5% | +1.5% | +7.4% |
| YTD | +17.0% | +28.2% | -11.2% | +7.1% |
| 1Y | +15.8% | +33.0% | -17.2% | +4.6% |
| 3Y | +61.8% | +35.5% | +26.2% | +40.1% |
| 5Y | +72.5% | +25.8% | +46.7% | +50.3% |
| 10Y | +288.0% | +250.7% | +37.3% | +119.7% |
| All | +288.0% | +255.2% | +32.8% | +119.7% |
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