+7,418.1%
CME vs CPB
+102.1%
+7,316.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.8% | -0.1% |
| 7D | +0.9% | +8.0% | -7.1% | -1.4% |
| 30D | +13.2% | +22.4% | -9.2% | +6.4% |
| 3M | +16.3% | +2.5% | +13.7% | +14.7% |
| 6M | +7.1% | +12.2% | -5.1% | +2.3% |
| YTD | +15.8% | -12.8% | +28.6% | +18.8% |
| 1Y | +17.1% | -19.2% | +36.2% | +22.8% |
| 3Y | +63.2% | -35.6% | +98.7% | +79.7% |
| 5Y | +70.2% | -31.4% | +101.6% | +78.9% |
| 10Y | +337.0% | -37.9% | +374.9% | +346.4% |
| All | +7,418.1% | +102.1% | +7,316.0% | +4,156.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling