+19.6%
CME vs Q
+19.7%
-0.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | +4.8% | -3.3% | +8.1% | +4.4% |
| 30D | +14.2% | -9.7% | +23.9% | +13.1% |
| 3M | +17.9% | -16.1% | +34.0% | +16.1% |
| 6M | +7.2% | -15.7% | +22.9% | +6.2% |
| YTD | +16.7% | +45.7% | -29.0% | +20.9% |
| 1Y | +19.6% | +18.0% | +1.5% | +22.2% |
| All | +19.6% | +19.7% | -0.1% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 1y: compounded portfolio wealth divided by compounded Q 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…
1y analysis · Full analysis span regression · 6 months rolling