+244.1%
CME vs FND
+66.0%
+178.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.4% |
| 7D | -1.6% | -5.2% | +3.6% | -1.1% |
| 30D | +6.2% | -19.9% | +26.1% | +8.4% |
| 3M | +10.4% | +2.7% | +7.7% | +9.5% |
| 6M | -9.5% | -21.7% | +12.1% | -8.0% |
| YTD | +6.0% | -17.5% | +23.5% | +6.9% |
| 1Y | +9.3% | -39.3% | +48.6% | +13.8% |
| 3Y | +57.7% | -49.8% | +107.4% | +63.5% |
| 5Y | +77.7% | -60.1% | +137.8% | +84.9% |
| All | +244.1% | +66.0% | +178.1% | +168.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling