+7,418.1%
CME vs CP
+2,904.7%
+4,513.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.3% |
| 7D | +0.9% | +2.8% | -1.9% | -0.2% |
| 30D | +13.2% | +10.2% | +3.0% | +8.7% |
| 3M | +16.3% | +2.4% | +13.9% | +14.9% |
| 6M | +7.1% | +7.7% | -0.5% | +3.3% |
| YTD | +15.8% | +26.0% | -10.2% | +3.9% |
| 1Y | +17.1% | +34.6% | -17.6% | +2.0% |
| 3Y | +63.2% | +26.7% | +36.5% | +40.7% |
| 5Y | +70.2% | +24.9% | +45.3% | +43.9% |
| 10Y | +337.0% | +258.6% | +78.4% | +118.3% |
| All | +7,418.1% | +2,904.7% | +4,513.4% | +1,315.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling