+74.9%
CME vs SN
+681.9%
-607.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.4% | -0.3% |
| 7D | -0.6% | +7.6% | -8.2% | -0.3% |
| 30D | +8.5% | +24.1% | -15.5% | +9.5% |
| 3M | +16.0% | +23.7% | -7.7% | +17.1% |
| 6M | +9.3% | +105.5% | -96.2% | +13.0% |
| YTD | +15.3% | +105.1% | -89.8% | +19.3% |
| 1Y | +14.4% | +148.3% | -133.9% | +18.9% |
| 3Y | +59.9% | +438.7% | -378.7% | +69.8% |
| All | +74.9% | +681.9% | -607.0% | +86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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