+7,384.4%
CME vs SPY
+1,191.5%
+6,192.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -2.7% |
| 7D | -0.6% | +0.1% | -0.6% | -0.9% |
| 30D | +8.5% | -3.3% | +11.9% | +11.5% |
| 3M | +16.0% | -2.4% | +18.5% | +18.1% |
| 6M | +9.3% | +2.6% | +6.8% | +5.4% |
| YTD | +15.3% | +11.2% | +4.1% | +2.1% |
| 1Y | +14.4% | +13.4% | +1.0% | -0.8% |
| 3Y | +59.9% | +79.9% | -20.0% | -17.4% |
| 5Y | +69.4% | +72.2% | -2.7% | -11.6% |
| 10Y | +299.5% | +307.3% | -7.8% | -24.0% |
| All | +7,384.4% | +1,191.5% | +6,192.9% | +401.5% |
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