+299.5%
CME vs SPG
+117.3%
+182.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.5% | -0.9% |
| 7D | -0.6% | +5.1% | -5.6% | -1.6% |
| 30D | +8.5% | +16.8% | -8.3% | +5.0% |
| 3M | +16.0% | +5.7% | +10.4% | +14.6% |
| 6M | +9.3% | +17.8% | -8.5% | +5.4% |
| YTD | +15.3% | +30.1% | -14.8% | +8.6% |
| 1Y | +14.4% | +32.8% | -18.4% | +7.3% |
| 3Y | +59.9% | +137.2% | -77.3% | +29.7% |
| 5Y | +69.4% | +81.5% | -12.0% | +43.9% |
| 10Y | +299.5% | +116.5% | +183.0% | +181.8% |
| All | +299.5% | +117.3% | +182.2% | +181.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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