+71.0%
CME vs SM
-11.5%
+82.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.5% |
| 7D | +0.9% | -25.9% | +26.8% | +1.9% |
| 30D | +13.2% | -15.1% | +28.3% | +13.7% |
| 3M | +16.3% | +4.9% | +11.4% | +15.9% |
| 6M | +7.1% | +6.1% | +1.0% | +6.6% |
| YTD | +15.8% | +63.4% | -47.6% | +13.6% |
| 1Y | +17.1% | +72.5% | -55.4% | +14.6% |
| 3Y | +63.2% | -16.9% | +80.1% | +62.3% |
| All | +71.0% | -11.5% | +82.6% | +65.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling