+63.2%
CME vs RF
+104.8%
-41.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.5% |
| 7D | +0.9% | -0.9% | +1.8% | +0.9% |
| 30D | +13.2% | +6.0% | +7.1% | +13.6% |
| 3M | +16.3% | -8.9% | +25.2% | +15.6% |
| 6M | +7.1% | +2.3% | +4.8% | +7.5% |
| YTD | +15.8% | +7.6% | +8.3% | +16.7% |
| 1Y | +17.1% | +21.2% | -4.1% | +18.8% |
| 3Y | +63.2% | +108.5% | -45.4% | +74.1% |
| All | +63.2% | +104.8% | -41.7% | +74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 3y: compounded portfolio wealth divided by compounded RF 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…
3y analysis · Full analysis span regression · 6 months rolling