+14.1%
CME vs SN
+143.5%
-129.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.4% | -0.2% |
| 7D | -0.6% | +7.6% | -8.2% | +0.1% |
| 30D | +8.5% | +24.1% | -15.5% | +10.9% |
| 3M | +16.0% | +23.7% | -7.7% | +18.6% |
| 6M | +9.3% | +105.5% | -96.2% | +20.6% |
| YTD | +15.3% | +105.1% | -89.8% | +27.8% |
| All | +14.1% | +143.5% | -129.4% | +28.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling