+4,100.0%
CMG vs CME
+612.0%
+3,488.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.4% | -1.5% |
| 7D | -2.8% | -1.6% | -1.2% | -2.3% |
| 30D | +7.1% | +6.2% | +0.9% | +4.7% |
| 3M | +31.2% | +10.4% | +20.7% | +26.1% |
| 6M | +0.7% | -9.5% | +10.2% | +3.8% |
| YTD | -0.1% | +6.0% | -6.1% | -3.0% |
| 1Y | -10.7% | +9.3% | -20.0% | -14.5% |
| 3Y | -4.7% | +57.7% | -62.3% | -21.6% |
| 5Y | -3.8% | +77.7% | -81.4% | -25.0% |
| 10Y | +352.5% | +281.2% | +71.3% | +151.2% |
| All | +4,100.0% | +612.0% | +3,488.0% | +1,370.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling