+13,444.1%
GOOG vs CME
+2,051.1%
+11,393.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.8% | -1.0% |
| 7D | -2.1% | -1.6% | -0.6% | -1.7% |
| 30D | -6.8% | +6.2% | -13.1% | -8.7% |
| 3M | -9.1% | +10.4% | -19.5% | -12.3% |
| 6M | +10.7% | -9.5% | +20.2% | +13.5% |
| YTD | +7.1% | +6.0% | +1.0% | +4.1% |
| 1Y | +44.6% | +9.3% | +35.4% | +38.6% |
| 3Y | +147.4% | +57.7% | +89.8% | +106.0% |
| 5Y | +133.8% | +77.7% | +56.1% | +85.8% |
| 10Y | +777.5% | +281.2% | +496.3% | +419.8% |
| All | +13,444.1% | +2,051.1% | +11,393.0% | +3,999.1% |
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