+350.4%
CME vs Z
+25.1%
+325.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.9% | -0.1% |
| 7D | -1.6% | -3.0% | +1.4% | -1.4% |
| 30D | +6.2% | -4.2% | +10.4% | +6.4% |
| 3M | +10.4% | -3.7% | +14.1% | +10.5% |
| 6M | -9.5% | -24.5% | +15.0% | -8.3% |
| YTD | +6.0% | -49.3% | +55.3% | +10.2% |
| 1Y | +9.3% | -58.7% | +67.9% | +14.9% |
| 3Y | +57.7% | -34.1% | +91.8% | +57.6% |
| 5Y | +77.7% | -64.5% | +142.2% | +81.9% |
| 10Y | +281.2% | -0.5% | +281.7% | +223.9% |
| All | +350.4% | +25.1% | +325.3% | +271.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling