+60.8%
CME vs SN
+490.7%
-429.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.8% | -0.3% |
| 7D | -1.6% | -9.3% | +7.8% | -2.0% |
| 30D | +6.2% | -4.8% | +11.0% | +6.0% |
| 3M | +10.4% | +40.4% | -30.0% | +12.2% |
| 6M | -9.5% | +50.9% | -60.5% | -7.6% |
| YTD | +6.0% | +54.9% | -48.9% | +8.4% |
| 1Y | +9.3% | +43.0% | -33.8% | +11.6% |
| 3Y | +57.7% | +391.8% | -334.2% | +66.5% |
| All | +60.8% | +490.7% | -429.9% | +69.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling