+71.0%
CME vs SPG
+74.6%
-3.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.3% | -0.5% |
| 7D | +0.9% | +4.9% | -4.0% | +0.3% |
| 30D | +13.2% | +15.6% | -2.4% | +11.0% |
| 3M | +16.3% | +4.1% | +12.2% | +15.6% |
| 6M | +7.1% | +13.6% | -6.4% | +5.2% |
| YTD | +15.8% | +27.5% | -11.7% | +11.8% |
| 1Y | +17.1% | +32.2% | -15.2% | +12.4% |
| 3Y | +63.2% | +126.0% | -62.8% | +41.0% |
| All | +71.0% | +74.6% | -3.6% | +58.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling