+325.9%
CMG vs CME
+308.7%
+17.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.1% |
| 7D | +2.5% | +3.9% | -1.5% | +1.3% |
| 30D | +15.6% | +11.3% | +4.3% | +11.9% |
| 3M | +8.2% | +19.6% | -11.4% | +2.4% |
| 6M | +9.9% | +8.1% | +1.8% | +7.1% |
| YTD | -4.6% | +20.4% | -25.1% | -10.5% |
| 1Y | +12.4% | +16.5% | -4.1% | +6.6% |
| 3Y | -18.0% | +66.4% | -84.4% | -31.9% |
| 5Y | -5.3% | +74.5% | -79.8% | -23.3% |
| All | +325.9% | +308.7% | +17.2% | +179.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 10y: compounded portfolio wealth divided by compounded CME 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…
10y analysis · Full analysis span regression · 6 months rolling