+7,418.1%
CME vs SPG
+1,923.2%
+5,494.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.3% | -0.8% |
| 7D | +0.9% | +4.9% | -4.0% | -1.0% |
| 30D | +13.2% | +15.6% | -2.4% | +7.0% |
| 3M | +16.3% | +4.1% | +12.2% | +14.4% |
| 6M | +7.1% | +13.6% | -6.4% | +1.5% |
| YTD | +15.8% | +27.5% | -11.7% | +4.5% |
| 1Y | +17.1% | +32.2% | -15.2% | +4.1% |
| 3Y | +63.2% | +126.0% | -62.8% | +13.5% |
| 5Y | +70.2% | +74.7% | -4.5% | +27.3% |
| 10Y | +337.0% | +112.8% | +224.2% | +151.8% |
| All | +7,418.1% | +1,923.2% | +5,494.9% | +1,599.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling