+300.7%
CME vs CPB
-40.1%
+340.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.4% |
| 7D | +2.5% | -4.1% | +6.5% | +3.0% |
| 30D | +13.9% | +16.9% | -3.0% | +11.5% |
| 3M | +22.4% | -0.6% | +22.9% | +22.1% |
| 6M | +12.9% | +11.4% | +1.5% | +10.7% |
| YTD | +19.6% | -14.8% | +34.4% | +21.5% |
| 1Y | +17.7% | -24.8% | +42.4% | +21.6% |
| 3Y | +65.3% | -36.6% | +101.9% | +73.6% |
| 5Y | +75.1% | -33.3% | +108.5% | +80.7% |
| All | +300.7% | -40.1% | +340.8% | +321.3% |
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