+1,037.0%
HOOD vs CME
+56.2%
+980.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.1% |
| 7D | +17.1% | -1.6% | +18.7% | +16.8% |
| 30D | +31.6% | +6.2% | +25.3% | +32.6% |
| 3M | +38.2% | +10.4% | +27.8% | +39.5% |
| 6M | +48.5% | -9.5% | +58.1% | +47.1% |
| YTD | +8.0% | +6.0% | +2.0% | +8.0% |
| 1Y | +18.7% | +9.3% | +9.4% | +19.4% |
| All | +1,037.0% | +56.2% | +980.8% | +947.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling