+71.0%
CME vs SO
+75.0%
-4.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.6% | -0.1% |
| 7D | +0.9% | -1.5% | +2.4% | +1.4% |
| 30D | +13.2% | +8.1% | +5.1% | +10.5% |
| 3M | +16.3% | +0.2% | +16.1% | +16.1% |
| 6M | +7.1% | +0.4% | +6.7% | +6.9% |
| YTD | +15.8% | +8.5% | +7.3% | +12.8% |
| 1Y | +17.1% | +4.9% | +12.1% | +15.1% |
| 3Y | +63.2% | +47.9% | +15.3% | +45.4% |
| All | +71.0% | +75.0% | -4.0% | +42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling