+299.5%
CME vs SO
+184.0%
+115.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.8% | -1.0% |
| 7D | -0.6% | -1.1% | +0.5% | -0.1% |
| 30D | +8.5% | +8.6% | 0.0% | +4.7% |
| 3M | +16.0% | +1.8% | +14.3% | +15.0% |
| 6M | +9.3% | +3.6% | +5.7% | +7.5% |
| YTD | +15.3% | +9.9% | +5.4% | +10.1% |
| 1Y | +14.4% | +5.7% | +8.7% | +11.1% |
| 3Y | +59.9% | +52.5% | +7.4% | +30.2% |
| 5Y | +69.4% | +77.3% | -7.9% | +25.5% |
| 10Y | +299.5% | +186.8% | +112.7% | +168.7% |
| All | +299.5% | +184.0% | +115.5% | +168.7% |
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