+6,781.2%
CME vs NDAQ
+3,401.8%
+3,379.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.6% |
| 7D | -1.6% | -2.4% | +0.9% | -0.5% |
| 30D | +6.2% | +2.5% | +3.8% | +5.1% |
| 3M | +10.4% | +9.9% | +0.5% | +5.6% |
| 6M | -9.5% | +9.4% | -19.0% | -13.6% |
| YTD | +6.0% | +0.4% | +5.6% | +4.5% |
| 1Y | +9.3% | +4.0% | +5.2% | +5.7% |
| 3Y | +57.7% | +94.4% | -36.7% | +11.9% |
| 5Y | +77.7% | +56.7% | +21.0% | +36.7% |
| 10Y | +281.2% | +375.3% | -94.1% | +77.0% |
| All | +6,781.2% | +3,401.8% | +3,379.4% | +1,651.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling