+10.1%
CME vs SM
+46.7%
-36.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.6% | -4.7% | -1.3% |
| 7D | -2.9% | -0.2% | -2.7% | -2.9% |
| 30D | +5.5% | +31.5% | -26.0% | +3.9% |
| 3M | +11.0% | +17.3% | -6.4% | +9.3% |
| 6M | -9.7% | +48.5% | -58.2% | -11.4% |
| YTD | +4.9% | +106.3% | -101.4% | +1.8% |
| 1Y | +10.1% | +47.3% | -37.2% | +6.0% |
| All | +10.1% | +46.7% | -36.7% | +6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling