+282.1%
CME vs CPB
-45.7%
+327.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -1.3% |
| 7D | -2.9% | -8.2% | +5.4% | -1.8% |
| 30D | +5.5% | -5.6% | +11.1% | +6.2% |
| 3M | +11.0% | +3.0% | +8.0% | +10.2% |
| 6M | -9.7% | -12.7% | +3.0% | -8.4% |
| YTD | +4.9% | -18.0% | +22.8% | +7.2% |
| 1Y | +10.1% | -31.7% | +41.8% | +15.3% |
| 3Y | +53.5% | -41.0% | +94.5% | +63.0% |
| 5Y | +77.2% | -38.4% | +115.6% | +85.2% |
| 10Y | +282.1% | -45.0% | +327.1% | +304.3% |
| All | +282.1% | -45.7% | +327.8% | +304.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling