+76.1%
CME vs SPXU
-85.9%
+162.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -0.7% |
| 7D | -0.6% | +1.3% | -1.9% | -0.5% |
| 30D | +4.7% | +5.1% | -0.4% | +5.1% |
| 3M | +7.8% | -9.1% | +17.0% | +7.1% |
| 6M | -11.0% | -29.6% | +18.6% | -13.4% |
| YTD | +4.0% | -27.7% | +31.7% | +1.5% |
| 1Y | +9.1% | -37.0% | +46.1% | +5.2% |
| 3Y | +52.3% | -80.2% | +132.4% | +28.7% |
| 5Y | +76.1% | -86.0% | +162.1% | +52.0% |
| All | +76.1% | -85.9% | +162.0% | +52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling