+57.9%
CME vs FGI
-4.4%
+62.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.5% | -7.8% | -0.3% |
| 7D | -1.6% | +0.5% | -2.1% | -1.6% |
| 30D | +6.2% | +65.4% | -59.2% | +5.9% |
| 3M | +10.4% | +23.5% | -13.1% | +10.1% |
| 6M | -9.5% | +60.5% | -70.1% | -9.6% |
| YTD | +6.0% | +30.0% | -24.0% | +5.9% |
| 1Y | +9.3% | +82.1% | -72.8% | +8.5% |
| All | +57.9% | -4.4% | +62.3% | +55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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