+6,781.2%
CME vs CP
+2,879.6%
+3,901.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -1.6% | -2.7% | +1.1% | -0.5% |
| 30D | +6.2% | +0.2% | +6.1% | +6.0% |
| 3M | +10.4% | +2.6% | +7.9% | +9.0% |
| 6M | -9.5% | +6.0% | -15.5% | -12.4% |
| YTD | +6.0% | +24.9% | -18.9% | -4.4% |
| 1Y | +9.3% | +20.1% | -10.8% | -0.1% |
| 3Y | +57.7% | +16.4% | +41.3% | +41.1% |
| 5Y | +77.7% | +31.7% | +46.0% | +46.6% |
| 10Y | +281.2% | +223.9% | +57.4% | +99.3% |
| All | +6,781.2% | +2,879.6% | +3,901.6% | +1,201.5% |
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