+52.8%
CME vs SPYG
+99.2%
-46.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.2% |
| 7D | -2.9% | +1.2% | -4.1% | -2.7% |
| 30D | +5.5% | -1.6% | +7.1% | +5.3% |
| 3M | +11.0% | +3.4% | +7.6% | +11.6% |
| 6M | -9.7% | +18.9% | -28.6% | -7.9% |
| YTD | +4.9% | +13.8% | -8.9% | +6.5% |
| 1Y | +10.1% | +20.6% | -10.5% | +12.3% |
| All | +52.8% | +99.2% | -46.4% | +52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 3y: compounded portfolio wealth divided by compounded SPYG 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…
3y analysis · Full analysis span regression · 6 months rolling