+702.3%
GOOG vs CME
+308.7%
+393.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.7% | -1.2% |
| 7D | +3.0% | +3.9% | -0.9% | +1.9% |
| 30D | -14.9% | +11.3% | -26.2% | -17.5% |
| 3M | -14.9% | +19.6% | -34.4% | -19.3% |
| 6M | -26.6% | +8.1% | -34.7% | -28.6% |
| YTD | -6.6% | +20.4% | -27.0% | -12.4% |
| 1Y | +5.1% | +16.5% | -11.4% | -0.6% |
| 3Y | +121.0% | +66.4% | +54.5% | +81.2% |
| 5Y | +97.3% | +74.5% | +22.9% | +57.4% |
| All | +702.3% | +308.7% | +393.6% | +387.0% |
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 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