+282.1%
CME vs NDAQ
+372.3%
-90.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.1% |
| 7D | -2.9% | -2.6% | -0.3% | -1.6% |
| 30D | +5.5% | +0.5% | +5.1% | +5.3% |
| 3M | +11.0% | +9.9% | +1.1% | +5.3% |
| 6M | -9.7% | +8.2% | -17.9% | -13.9% |
| YTD | +4.9% | -1.5% | +6.4% | +4.2% |
| 1Y | +10.1% | +1.3% | +8.8% | +7.4% |
| 3Y | +53.5% | +92.6% | -39.1% | -0.6% |
| 5Y | +77.2% | +53.8% | +23.3% | +28.5% |
| 10Y | +282.1% | +376.0% | -93.8% | +20.7% |
| All | +282.1% | +372.3% | -90.2% | +20.7% |
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