+63.2%
CME vs Z
-21.1%
+84.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | -0.4% |
| 7D | +0.9% | -4.6% | +5.5% | +0.9% |
| 30D | +13.2% | +8.3% | +4.9% | +13.4% |
| 3M | +16.3% | -11.6% | +27.9% | +16.1% |
| 6M | +7.1% | -33.6% | +40.8% | +6.3% |
| YTD | +15.8% | -56.7% | +72.5% | +14.2% |
| 1Y | +17.1% | -59.1% | +76.2% | +15.3% |
| 3Y | +63.2% | -20.4% | +83.5% | +74.5% |
| All | +63.2% | -21.1% | +84.2% | +74.5% |
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