+66.4%
CME vs CPB
-35.1%
+101.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.4% | +0.6% |
| 7D | +3.9% | -1.6% | +5.5% | +4.1% |
| 30D | +11.3% | +19.2% | -7.9% | +10.0% |
| 3M | +19.6% | -0.9% | +20.5% | +19.2% |
| 6M | +8.1% | +15.2% | -7.2% | +6.8% |
| YTD | +20.4% | -13.1% | +33.5% | +20.8% |
| 1Y | +16.5% | -22.4% | +38.9% | +17.7% |
| 3Y | +66.4% | -35.3% | +101.7% | +74.1% |
| All | +66.4% | -35.1% | +101.5% | +74.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling