+69.4%
CME vs RF
+46.7%
+22.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -0.6% |
| 7D | -0.6% | -0.1% | -0.4% | -0.6% |
| 30D | +8.5% | +7.0% | +1.5% | +8.0% |
| 3M | +16.0% | -7.0% | +23.1% | +16.6% |
| 6M | +9.3% | +6.8% | +2.6% | +8.8% |
| YTD | +15.3% | +9.9% | +5.4% | +14.4% |
| 1Y | +14.4% | +21.1% | -6.7% | +12.6% |
| 3Y | +59.9% | +119.6% | -59.7% | +43.4% |
| 5Y | +69.4% | +46.2% | +23.3% | +62.8% |
| All | +69.4% | +46.7% | +22.7% | +62.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling