+65.2%
CME vs FND
-38.2%
+103.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.4% | +4.3% | -0.3% |
| 7D | +2.7% | -5.1% | +7.8% | +2.4% |
| 30D | +13.5% | +9.2% | +4.3% | +14.1% |
| 3M | +20.9% | -17.7% | +38.6% | +19.6% |
| 6M | +11.5% | +2.5% | +9.0% | +12.0% |
| YTD | +19.5% | -19.8% | +39.3% | +19.0% |
| 1Y | +17.2% | -22.7% | +39.9% | +16.6% |
| All | +65.2% | -38.2% | +103.3% | +71.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling