+66.4%
CME vs Z
-18.1%
+84.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.7% | +0.8% |
| 7D | +3.9% | +0.8% | +3.1% | +3.9% |
| 30D | +11.3% | +5.2% | +6.1% | +11.5% |
| 3M | +19.6% | -17.0% | +36.6% | +19.2% |
| 6M | +8.1% | -22.7% | +30.7% | +7.6% |
| YTD | +20.4% | -56.3% | +76.7% | +18.8% |
| 1Y | +16.5% | -57.7% | +74.1% | +14.9% |
| 3Y | +66.4% | -16.5% | +83.0% | +80.5% |
| All | +66.4% | -18.1% | +84.6% | +80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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