+328.9%
CME vs SO
+177.2%
+151.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.6% | 0.0% |
| 7D | +0.9% | -1.5% | +2.4% | +1.5% |
| 30D | +13.2% | +8.1% | +5.1% | +9.4% |
| 3M | +16.3% | +0.2% | +16.1% | +16.0% |
| 6M | +7.1% | +0.4% | +6.7% | +6.8% |
| YTD | +15.8% | +8.5% | +7.3% | +11.3% |
| 1Y | +17.1% | +4.9% | +12.1% | +14.1% |
| 3Y | +63.2% | +47.9% | +15.3% | +35.1% |
| 5Y | +70.2% | +75.7% | -5.5% | +27.1% |
| All | +328.9% | +177.2% | +151.7% | +190.0% |
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