+57.9%
CME vs RF
+86.8%
-28.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -1.6% | +1.3% | -2.9% | -1.5% |
| 30D | +6.2% | -3.6% | +9.8% | +6.1% |
| 3M | +10.4% | +8.1% | +2.3% | +10.9% |
| 6M | -9.5% | +11.5% | -21.0% | -8.9% |
| YTD | +6.0% | +15.6% | -9.6% | +7.0% |
| 1Y | +9.3% | +15.7% | -6.4% | +10.2% |
| All | +57.9% | +86.8% | -28.9% | +61.6% |
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