+7,496.8%
CME vs NDAQ
+3,890.2%
+3,606.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +0.9% |
| 7D | +1.7% | +2.9% | -1.2% | +0.3% |
| 30D | +10.2% | +17.5% | -7.3% | +2.3% |
| 3M | +17.8% | +15.4% | +2.3% | +10.2% |
| 6M | +11.0% | +24.6% | -13.6% | +0.1% |
| YTD | +17.0% | +14.4% | +2.6% | +8.6% |
| 1Y | +15.8% | +26.9% | -11.1% | +2.4% |
| 3Y | +61.8% | +119.8% | -58.0% | +8.6% |
| 5Y | +72.5% | +70.5% | +2.0% | +27.7% |
| 10Y | +288.0% | +475.8% | -187.8% | +65.0% |
| All | +7,496.8% | +3,890.2% | +3,606.6% | +1,719.3% |
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