+6,651.5%
CME vs SNY
+274.5%
+6,377.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.5% |
| 7D | -0.6% | -3.6% | +3.0% | +0.8% |
| 30D | +4.7% | -1.4% | +6.1% | +5.2% |
| 3M | +7.8% | -4.2% | +12.0% | +9.3% |
| 6M | -11.0% | +2.0% | -13.0% | -12.3% |
| YTD | +4.0% | -6.7% | +10.7% | +5.8% |
| 1Y | +9.1% | -4.7% | +13.8% | +9.5% |
| 3Y | +52.3% | -8.1% | +60.4% | +49.1% |
| 5Y | +76.1% | +8.2% | +67.9% | +56.0% |
| 10Y | +280.6% | +64.8% | +215.8% | +167.2% |
| All | +6,651.5% | +274.5% | +6,377.0% | +3,111.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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