+288.2%
CME vs FND
+68.8%
+219.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.3% |
| 7D | +2.5% | -4.4% | +6.9% | +2.9% |
| 30D | +13.9% | +14.5% | -0.6% | +12.3% |
| 3M | +22.4% | -15.6% | +38.0% | +24.1% |
| 6M | +12.9% | +4.7% | +8.2% | +11.4% |
| YTD | +19.6% | -16.1% | +35.8% | +20.2% |
| 1Y | +17.7% | -16.0% | +33.7% | +18.1% |
| 3Y | +65.3% | -35.5% | +100.8% | +65.2% |
| 5Y | +75.1% | -60.5% | +135.6% | +82.8% |
| All | +288.2% | +68.8% | +219.4% | +202.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 10y: compounded portfolio wealth divided by compounded FND 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…
10y analysis · Full analysis span regression · 6 months rolling