+7,451.3%
CME vs RF
+133.7%
+7,317.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.3% |
| 7D | +3.7% | -1.6% | +5.3% | +4.1% |
| 30D | +13.7% | +5.0% | +8.7% | +12.0% |
| 3M | +16.6% | -10.0% | +26.6% | +20.2% |
| 6M | +8.2% | +3.3% | +4.9% | +6.7% |
| YTD | +16.3% | +7.9% | +8.4% | +12.6% |
| 1Y | +19.1% | +21.2% | -2.2% | +11.1% |
| 3Y | +67.4% | +105.8% | -38.5% | +27.8% |
| 5Y | +71.0% | +43.7% | +27.2% | +40.7% |
| 10Y | +338.9% | +289.4% | +49.5% | +143.6% |
| All | +7,451.3% | +133.7% | +7,317.6% | +3,456.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling