+303.4%
CME vs NDAQ
+471.8%
-168.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +0.9% | +0.9% |
| 7D | +3.9% | +1.3% | +2.7% | +3.3% |
| 30D | +11.3% | +18.0% | -6.6% | +2.1% |
| 3M | +19.6% | +11.5% | +8.0% | +12.7% |
| 6M | +8.1% | +21.1% | -13.0% | -2.7% |
| YTD | +20.4% | +12.8% | +7.6% | +11.3% |
| 1Y | +16.5% | +25.7% | -9.2% | +1.5% |
| 3Y | +66.4% | +116.8% | -50.4% | +1.8% |
| 5Y | +74.5% | +67.3% | +7.2% | +22.6% |
| All | +303.4% | +471.8% | -168.4% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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