+1.4%
CRM vs CME
+9.8%
-8.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.9% |
| 7D | -4.4% | -1.6% | -2.9% | -4.4% |
| 30D | +28.1% | +5.6% | +22.5% | +28.2% |
| 3M | +48.8% | +5.6% | +43.2% | +47.5% |
| 6M | +28.3% | -8.3% | +36.5% | +27.5% |
| YTD | -6.0% | +4.3% | -10.3% | -3.4% |
| 1Y | +1.4% | +9.1% | -7.7% | +6.0% |
| All | +1.4% | +9.8% | -8.3% | +6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling