+6,781.2%
CME vs NI
+1,323.1%
+5,458.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.4% | +0.1% |
| 7D | -1.6% | +2.0% | -3.6% | -2.6% |
| 30D | +6.2% | -3.5% | +9.8% | +8.1% |
| 3M | +10.4% | -9.1% | +19.5% | +15.6% |
| 6M | -9.5% | -11.8% | +2.3% | -4.0% |
| YTD | +6.0% | +1.1% | +4.9% | +4.6% |
| 1Y | +9.3% | +6.7% | +2.6% | +4.5% |
| 3Y | +57.7% | +71.1% | -13.4% | +14.9% |
| 5Y | +77.7% | +94.3% | -16.6% | +17.9% |
| 10Y | +281.2% | +135.8% | +145.5% | +113.5% |
| All | +6,781.2% | +1,323.1% | +5,458.0% | +939.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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