+79.1%
CME vs FDS
-17.4%
+96.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.2% | +0.3% |
| 7D | -1.6% | -1.9% | +0.3% | -1.3% |
| 30D | +6.2% | +9.0% | -2.8% | +4.6% |
| 3M | +10.4% | +18.9% | -8.4% | +6.9% |
| 6M | -9.5% | +35.1% | -44.7% | -14.9% |
| YTD | +6.0% | +5.5% | +0.5% | +4.9% |
| 1Y | +9.3% | -16.8% | +26.1% | +14.1% |
| 3Y | +57.7% | -28.1% | +85.7% | +68.1% |
| All | +79.1% | -17.4% | +96.5% | +91.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling