-0.8%
CRM vs CME
+78.0%
-78.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.8% |
| 7D | -4.4% | -1.6% | -2.9% | -4.0% |
| 30D | +28.1% | +5.6% | +22.5% | +26.3% |
| 3M | +48.8% | +5.6% | +43.2% | +46.5% |
| 6M | +28.3% | -8.3% | +36.5% | +31.3% |
| YTD | -6.0% | +4.3% | -10.3% | -7.9% |
| 1Y | +1.4% | +9.1% | -7.7% | -2.3% |
| 3Y | +11.8% | +52.1% | -40.2% | -10.6% |
| All | -0.8% | +78.0% | -78.8% | -34.5% |
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