+7,418.1%
CME vs FDS
+1,890.4%
+5,527.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.7% | +3.3% | +1.2% |
| 7D | +0.9% | -0.5% | +1.4% | +1.0% |
| 30D | +13.2% | +20.2% | -7.0% | +3.9% |
| 3M | +16.3% | +19.9% | -3.6% | +6.0% |
| 6M | +7.1% | +56.2% | -49.0% | -16.0% |
| YTD | +15.8% | +14.6% | +1.3% | +2.9% |
| 1Y | +17.1% | +31.6% | -14.5% | -3.3% |
| 3Y | +63.2% | -23.8% | +87.0% | +70.8% |
| 5Y | +70.2% | -22.6% | +92.8% | +71.9% |
| 10Y | +337.0% | +139.3% | +197.7% | +130.8% |
| All | +7,418.1% | +1,890.4% | +5,527.7% | +1,430.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling