+282.1%
CME vs SO
+156.9%
+125.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.5% |
| 7D | -2.9% | +1.0% | -3.9% | -3.3% |
| 30D | +5.5% | -3.2% | +8.7% | +6.9% |
| 3M | +11.0% | -1.7% | +12.7% | +11.7% |
| 6M | -9.7% | -7.2% | -2.5% | -6.9% |
| YTD | +4.9% | +4.6% | +0.3% | +2.5% |
| 1Y | +10.1% | +1.2% | +8.9% | +8.9% |
| 3Y | +53.5% | +45.3% | +8.2% | +27.9% |
| 5Y | +77.2% | +58.7% | +18.4% | +39.0% |
| 10Y | +282.1% | +155.9% | +126.3% | +165.5% |
| All | +282.1% | +156.9% | +125.3% | +165.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 10y: compounded portfolio wealth divided by compounded SO 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…
10y analysis · Full analysis span regression · 6 months rolling