+5,676.4%
CRM vs CME
+2,111.2%
+3,565.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.7% |
| 7D | -5.0% | -0.6% | -4.3% | -4.7% |
| 30D | +23.6% | +4.7% | +18.9% | +21.3% |
| 3M | +39.6% | +7.8% | +31.8% | +34.8% |
| 6M | +23.4% | -11.0% | +34.4% | +28.5% |
| YTD | -7.4% | +4.0% | -11.4% | -10.0% |
| 1Y | -2.3% | +9.1% | -11.4% | -7.3% |
| 3Y | +10.5% | +52.3% | -41.8% | -11.0% |
| 5Y | -4.7% | +76.1% | -80.8% | -28.3% |
| 10Y | +234.7% | +280.6% | -45.8% | +72.5% |
| All | +5,676.4% | +2,111.2% | +3,565.2% | +1,341.6% |
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