+65.3%
CME vs SPXU
-81.0%
+146.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.9% | +6.1% | +2.4% |
| 7D | +2.5% | +1.5% | +0.9% | +2.3% |
| 30D | +13.9% | +6.4% | +7.6% | +13.6% |
| 3M | +22.4% | +4.2% | +18.1% | +22.0% |
| 6M | +12.9% | -7.8% | +20.7% | +13.0% |
| YTD | +19.6% | -27.5% | +47.1% | +20.5% |
| 1Y | +17.7% | -27.1% | +44.8% | +18.5% |
| All | +65.3% | -81.0% | +146.4% | +70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 3y: compounded portfolio wealth divided by compounded SPXU 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…
3y analysis · Full analysis span regression · 6 months rolling