+6,781.2%
CME vs SPG
+1,735.4%
+5,045.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.1% |
| 7D | -1.6% | -2.4% | +0.8% | -0.6% |
| 30D | +6.2% | -6.8% | +13.1% | +9.1% |
| 3M | +10.4% | +2.7% | +7.7% | +9.0% |
| 6M | -9.5% | +5.5% | -15.0% | -11.9% |
| YTD | +6.0% | +15.7% | -9.7% | -0.6% |
| 1Y | +9.3% | +20.9% | -11.6% | +0.6% |
| 3Y | +57.7% | +112.4% | -54.7% | +12.2% |
| 5Y | +77.7% | +101.4% | -23.7% | +24.6% |
| 10Y | +281.2% | +60.6% | +220.6% | +150.2% |
| All | +6,781.2% | +1,735.4% | +5,045.8% | +1,516.5% |
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