+17.2%
CME vs Q
+27.2%
-10.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +2.9% | -0.5% |
| 7D | +2.7% | +11.5% | -8.8% | +4.2% |
| 30D | +13.5% | -0.2% | +13.6% | +13.8% |
| 3M | +20.9% | -13.6% | +34.5% | +19.5% |
| 6M | +11.5% | -27.0% | +38.5% | +9.6% |
| YTD | +19.5% | +50.5% | -31.1% | +24.0% |
| 1Y | +17.2% | +33.8% | -16.5% | +20.8% |
| All | +17.2% | +27.2% | -10.0% | +20.8% |
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