+136.0%
GOOG vs CME
+78.0%
+58.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.4% |
| 7D | 0.0% | -1.6% | +1.6% | +0.3% |
| 30D | -2.0% | +5.6% | -7.6% | -2.8% |
| 3M | -5.9% | +5.6% | -11.4% | -6.7% |
| 6M | +8.9% | -8.3% | +17.2% | +10.3% |
| YTD | +7.1% | +4.3% | +2.8% | +5.8% |
| 1Y | +39.7% | +9.1% | +30.6% | +36.3% |
| 3Y | +145.8% | +52.1% | +93.8% | +109.4% |
| All | +136.0% | +78.0% | +58.1% | +74.4% |
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