+75.7%
CME vs SN
+659.6%
-583.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -0.3% |
| 7D | +0.9% | +7.2% | -6.3% | +1.2% |
| 30D | +13.2% | +20.4% | -7.2% | +14.1% |
| 3M | +16.3% | +23.9% | -7.6% | +17.3% |
| 6M | +7.1% | +93.0% | -85.9% | +10.4% |
| YTD | +15.8% | +99.2% | -83.4% | +19.7% |
| 1Y | +17.1% | +142.6% | -125.5% | +21.6% |
| 3Y | +63.2% | +398.8% | -335.6% | +72.7% |
| All | +75.7% | +659.6% | -583.9% | +86.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling