+769.0%
CME vs SPXU
-100.0%
+869.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.5% | 0.0% |
| 7D | -1.6% | -0.1% | -1.5% | -1.6% |
| 30D | +6.2% | +0.8% | +5.4% | +6.5% |
| 3M | +10.4% | -4.7% | +15.1% | +9.4% |
| 6M | -9.5% | -29.6% | +20.1% | -16.6% |
| YTD | +6.0% | -29.9% | +35.9% | -2.3% |
| 1Y | +9.3% | -39.1% | +48.4% | -2.5% |
| 3Y | +57.7% | -80.0% | +137.7% | +8.8% |
| 5Y | +77.7% | -86.0% | +163.7% | +23.4% |
| 10Y | +281.2% | -99.5% | +380.8% | +21.9% |
| All | +769.0% | -100.0% | +869.0% | -15.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling