+8.2%
CME vs CP
+13.0%
-4.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.3% |
| 7D | +3.7% | +6.1% | -2.4% | +3.2% |
| 30D | +13.7% | +9.8% | +4.0% | +12.9% |
| 3M | +16.6% | +2.7% | +13.8% | +16.0% |
| 6M | +8.2% | +12.8% | -4.6% | +8.8% |
| All | +8.2% | +13.0% | -4.8% | +8.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling