+77.2%
CME vs NDAQ
+55.5%
+21.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.5% |
| 7D | -2.9% | -2.6% | -0.3% | -2.1% |
| 30D | +5.5% | +0.5% | +5.1% | +5.4% |
| 3M | +11.0% | +9.9% | +1.1% | +7.5% |
| 6M | -9.7% | +8.2% | -17.9% | -12.2% |
| YTD | +4.9% | -1.5% | +6.4% | +4.6% |
| 1Y | +10.1% | +1.3% | +8.8% | +8.6% |
| 3Y | +53.5% | +92.6% | -39.1% | +17.5% |
| 5Y | +77.2% | +53.8% | +23.3% | +46.4% |
| All | +77.2% | +55.5% | +21.7% | +46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling