+238.9%
CRM vs CME
+282.4%
-43.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.7% |
| 7D | -4.4% | -1.6% | -2.9% | -3.9% |
| 30D | +28.1% | +5.6% | +22.5% | +25.6% |
| 3M | +48.8% | +5.6% | +43.2% | +45.6% |
| 6M | +28.3% | -8.3% | +36.5% | +31.6% |
| YTD | -6.0% | +4.3% | -10.3% | -8.5% |
| 1Y | +1.4% | +9.1% | -7.7% | -3.2% |
| 3Y | +11.8% | +52.1% | -40.2% | -9.3% |
| 5Y | -2.0% | +79.7% | -81.7% | -26.5% |
| All | +238.9% | +282.4% | -43.5% | +120.2% |
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 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