+66.4%
CME vs SO
+52.7%
+13.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.4% |
| 7D | +3.9% | +1.4% | +2.6% | +3.5% |
| 30D | +11.3% | +4.7% | +6.6% | +9.7% |
| 3M | +19.6% | +1.7% | +17.9% | +18.8% |
| 6M | +8.1% | +2.2% | +5.9% | +7.3% |
| YTD | +20.4% | +10.0% | +10.4% | +16.7% |
| 1Y | +16.5% | +6.0% | +10.5% | +14.2% |
| 3Y | +66.4% | +54.1% | +12.3% | +57.6% |
| All | +66.4% | +52.7% | +13.7% | +57.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling