+280.6%
CME vs SM
+16.0%
+264.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.8% |
| 7D | -0.6% | -0.2% | -0.4% | -0.6% |
| 30D | +4.7% | +20.3% | -15.6% | +3.7% |
| 3M | +7.8% | +22.9% | -15.1% | +6.5% |
| 6M | -11.0% | +47.8% | -58.8% | -13.1% |
| YTD | +4.0% | +107.5% | -103.4% | -0.2% |
| 1Y | +9.1% | +51.7% | -42.6% | +6.1% |
| 3Y | +52.3% | -0.9% | +53.1% | +49.6% |
| 5Y | +76.1% | +112.2% | -36.2% | +62.7% |
| 10Y | +280.6% | +20.3% | +260.3% | +194.0% |
| All | +280.6% | +16.0% | +264.6% | +194.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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