+6,781.2%
CME vs SO
+859.6%
+5,921.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.5% | +0.1% |
| 7D | -1.6% | -0.2% | -1.4% | -1.5% |
| 30D | +6.2% | -4.6% | +10.8% | +8.8% |
| 3M | +10.4% | -3.0% | +13.5% | +12.0% |
| 6M | -9.5% | -8.3% | -1.3% | -5.7% |
| YTD | +6.0% | +3.5% | +2.5% | +3.6% |
| 1Y | +9.3% | -0.9% | +10.2% | +9.0% |
| 3Y | +57.7% | +45.4% | +12.3% | +26.4% |
| 5Y | +77.7% | +59.6% | +18.1% | +32.1% |
| 10Y | +281.2% | +156.6% | +124.6% | +108.0% |
| All | +6,781.2% | +859.6% | +5,921.6% | +1,628.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling