+17.2%
CME vs FDS
+23.2%
-6.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | +2.7% | -2.6% | +5.3% | +3.0% |
| 30D | +13.5% | +14.1% | -0.6% | +12.1% |
| 3M | +20.9% | +19.8% | +1.1% | +18.9% |
| 6M | +11.5% | +55.0% | -43.5% | +8.1% |
| YTD | +19.5% | +15.9% | +3.6% | +18.7% |
| 1Y | +17.2% | +24.2% | -7.0% | +15.6% |
| All | +17.2% | +23.2% | -6.0% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling