+99.4%
WMT vs CME
+52.6%
+46.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | -0.2% | -0.6% | +0.4% | -0.1% |
| 30D | -5.8% | +4.7% | -10.5% | -6.6% |
| 3M | -10.8% | +7.8% | -18.6% | -11.8% |
| 6M | -14.3% | -11.0% | -3.4% | -12.5% |
| YTD | -4.4% | +4.0% | -8.4% | -5.4% |
| 1Y | +4.3% | +9.1% | -4.8% | +2.2% |
| All | +99.4% | +52.6% | +46.8% | +88.7% |
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