+63.2%
CME vs FDS
-23.2%
+86.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.7% | +3.3% | 0.0% |
| 7D | +0.9% | -0.5% | +1.4% | +1.0% |
| 30D | +13.2% | +20.2% | -7.0% | +11.0% |
| 3M | +16.3% | +19.9% | -3.6% | +13.9% |
| 6M | +7.1% | +56.2% | -49.0% | +2.1% |
| YTD | +15.8% | +14.6% | +1.3% | +14.4% |
| 1Y | +17.1% | +31.6% | -14.5% | +13.3% |
| 3Y | +63.2% | -23.8% | +87.0% | +66.5% |
| All | +63.2% | -23.2% | +86.3% | +66.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling