+81.2%
CME vs SN
+650.0%
-568.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.9% | -0.2% |
| 7D | +2.7% | +1.4% | +1.3% | +2.7% |
| 30D | +13.5% | +16.6% | -3.1% | +14.2% |
| 3M | +20.9% | +18.3% | +2.6% | +21.8% |
| 6M | +11.5% | +103.1% | -91.6% | +15.2% |
| YTD | +19.5% | +96.7% | -77.3% | +23.4% |
| 1Y | +17.2% | +134.3% | -117.1% | +21.6% |
| 3Y | +65.1% | +425.2% | -360.1% | +75.2% |
| All | +81.2% | +650.0% | -568.8% | +92.4% |
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