+6,781.2%
CME vs SPY
+1,218.3%
+5,562.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.1% |
| 7D | -1.6% | +0.1% | -1.7% | -1.7% |
| 30D | +6.2% | +0.1% | +6.2% | +6.1% |
| 3M | +10.4% | +2.0% | +8.4% | +7.7% |
| 6M | -9.5% | +13.0% | -22.5% | -20.5% |
| YTD | +6.0% | +13.5% | -7.5% | -7.5% |
| 1Y | +9.3% | +20.0% | -10.7% | -9.9% |
| 3Y | +57.7% | +77.2% | -19.5% | -16.8% |
| 5Y | +77.7% | +81.9% | -4.2% | -12.0% |
| 10Y | +281.2% | +314.1% | -32.8% | -28.2% |
| All | +6,781.2% | +1,218.3% | +5,562.9% | +354.7% |
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