+63.2%
CME vs NDAQ
+122.6%
-59.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | +0.9% | +0.8% | +0.1% | +0.7% |
| 30D | +13.2% | +16.5% | -3.3% | +9.0% |
| 3M | +16.3% | +13.5% | +2.8% | +12.7% |
| 6M | +7.1% | +20.9% | -13.8% | +2.2% |
| YTD | +15.8% | +11.4% | +4.4% | +11.7% |
| 1Y | +17.1% | +25.9% | -8.8% | +10.4% |
| 3Y | +63.2% | +119.9% | -56.7% | +49.9% |
| All | +63.2% | +122.6% | -59.5% | +49.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling