+7,496.8%
CME vs SPY
+1,186.8%
+6,310.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.8% |
| 7D | +1.7% | -0.6% | +2.2% | +2.0% |
| 30D | +10.2% | -3.7% | +13.8% | +13.6% |
| 3M | +17.8% | -2.7% | +20.5% | +20.2% |
| 6M | +11.0% | +2.2% | +8.8% | +7.4% |
| YTD | +17.0% | +10.8% | +6.2% | +4.0% |
| 1Y | +15.8% | +11.2% | +4.6% | +2.3% |
| 3Y | +61.8% | +76.5% | -14.7% | -14.7% |
| 5Y | +72.5% | +72.9% | -0.5% | -10.5% |
| 10Y | +288.0% | +304.8% | -16.8% | -25.8% |
| All | +7,496.8% | +1,186.8% | +6,310.0% | +410.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling