+6,781.2%
CME vs CPB
+86.8%
+6,694.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | +0.8% |
| 7D | -1.6% | -8.6% | +7.0% | +1.0% |
| 30D | +6.2% | -7.2% | +13.5% | +8.4% |
| 3M | +10.4% | +0.9% | +9.5% | +9.3% |
| 6M | -9.5% | -11.8% | +2.3% | -7.0% |
| YTD | +6.0% | -19.4% | +25.4% | +11.7% |
| 1Y | +9.3% | -30.4% | +39.7% | +20.1% |
| 3Y | +57.7% | -40.2% | +97.8% | +77.7% |
| 5Y | +77.7% | -39.5% | +117.2% | +95.1% |
| 10Y | +281.2% | -47.4% | +328.6% | +318.7% |
| All | +6,781.2% | +86.8% | +6,694.4% | +3,902.4% |
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