+63.2%
CME vs CP
+26.5%
+36.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.4% |
| 7D | +0.9% | +2.8% | -1.9% | +0.9% |
| 30D | +13.2% | +10.2% | +3.0% | +13.3% |
| 3M | +16.3% | +2.4% | +13.9% | +16.3% |
| 6M | +7.1% | +7.7% | -0.5% | +7.3% |
| YTD | +15.8% | +26.0% | -10.2% | +16.6% |
| 1Y | +17.1% | +34.6% | -17.6% | +18.1% |
| 3Y | +63.2% | +26.7% | +36.5% | +65.9% |
| All | +63.2% | +26.5% | +36.7% | +65.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling