+7,476.6%
CME vs CSGP
+1,682.3%
+5,794.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.0% | -2.6% | +0.1% |
| 7D | +4.8% | +18.3% | -13.5% | -0.6% |
| 30D | +14.2% | +17.8% | -3.6% | +7.6% |
| 3M | +17.9% | +9.3% | +8.7% | +13.2% |
| 6M | +7.2% | -7.9% | +15.2% | +7.8% |
| YTD | +16.7% | -51.5% | +68.3% | +41.9% |
| 1Y | +19.6% | -53.3% | +72.9% | +46.8% |
| 3Y | +67.9% | -57.9% | +125.8% | +104.5% |
| 5Y | +72.4% | -61.3% | +133.7% | +106.6% |
| 10Y | +340.4% | +77.5% | +262.8% | +175.5% |
| All | +7,476.6% | +1,682.3% | +5,794.3% | +1,953.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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