-5.0%
CMG vs CME
+76.3%
-81.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | -3.8% | -2.4% | -1.5% | -3.3% |
| 30D | +12.9% | +6.2% | +6.7% | +11.3% |
| 3M | +18.8% | +4.4% | +14.4% | +17.5% |
| 6M | +4.1% | -9.6% | +13.7% | +6.3% |
| YTD | -2.4% | +3.8% | -6.1% | -3.7% |
| 1Y | -6.7% | +9.5% | -16.2% | -9.4% |
| 3Y | -7.1% | +51.9% | -59.1% | -20.7% |
| 5Y | -5.0% | +78.7% | -83.7% | -24.3% |
| All | -5.0% | +76.3% | -81.2% | -24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling