+7,418.1%
CME vs SM
+174.3%
+7,243.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.5% |
| 7D | +0.9% | -25.9% | +26.8% | +3.8% |
| 30D | +13.2% | -15.1% | +28.3% | +14.8% |
| 3M | +16.3% | +4.9% | +11.4% | +15.1% |
| 6M | +7.1% | +6.1% | +1.0% | +5.6% |
| YTD | +15.8% | +63.4% | -47.6% | +8.6% |
| 1Y | +17.1% | +72.5% | -55.4% | +9.1% |
| 3Y | +63.2% | -16.9% | +80.1% | +59.4% |
| 5Y | +70.2% | -10.6% | +80.9% | +59.3% |
| 10Y | +337.0% | +11.3% | +325.7% | +206.7% |
| All | +7,418.1% | +174.3% | +7,243.8% | +3,025.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling