+71.0%
CME vs SPY
+67.4%
+3.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.8% | -0.5% |
| 7D | +0.9% | -2.7% | +3.6% | +1.4% |
| 30D | +13.2% | -5.4% | +18.6% | +14.4% |
| 3M | +16.3% | -4.1% | +20.4% | +17.2% |
| 6M | +7.1% | +0.7% | +6.4% | +6.6% |
| YTD | +15.8% | +8.7% | +7.2% | +13.0% |
| 1Y | +17.1% | +10.9% | +6.2% | +13.6% |
| 3Y | +63.2% | +75.0% | -11.8% | +30.0% |
| All | +71.0% | +67.4% | +3.6% | +41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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