+57.9%
CME vs SM
-7.7%
+65.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | -0.3% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | +6.2% | +26.3% | -20.1% | +6.5% |
| 3M | +10.4% | +8.7% | +1.7% | +10.2% |
| 6M | -9.5% | +51.7% | -61.2% | -8.6% |
| YTD | +6.0% | +99.0% | -93.0% | +8.2% |
| 1Y | +9.3% | +34.6% | -25.3% | +9.6% |
| All | +57.9% | -7.7% | +65.7% | +56.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling