+73.1%
CME vs FND
-63.9%
+136.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +0.8% |
| 7D | +3.9% | -6.8% | +10.8% | +4.1% |
| 30D | +11.3% | +8.0% | +3.4% | +11.2% |
| 3M | +19.6% | -18.9% | +38.5% | +19.8% |
| 6M | +8.1% | +4.7% | +3.4% | +7.7% |
| YTD | +20.4% | -21.6% | +42.0% | +20.8% |
| 1Y | +16.5% | -22.0% | +38.5% | +16.9% |
| 3Y | +66.4% | -40.4% | +106.9% | +65.1% |
| All | +73.1% | -63.9% | +136.9% | +82.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling