+66.4%
CME vs CP
+36.4%
+30.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.8% |
| 7D | +3.9% | +2.1% | +1.8% | +4.0% |
| 30D | +11.3% | +9.3% | +2.0% | +11.4% |
| 3M | +19.6% | +0.5% | +19.1% | +19.5% |
| 6M | +8.1% | +10.4% | -2.3% | +8.3% |
| YTD | +20.4% | +28.7% | -8.3% | +21.1% |
| 1Y | +16.5% | +33.2% | -16.7% | +17.4% |
| 3Y | +66.4% | +38.4% | +28.0% | +68.8% |
| All | +66.4% | +36.4% | +30.0% | +68.8% |
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