+76.1%
CME vs SPYG
+83.9%
-7.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | -0.6% | +0.3% | -1.0% | -0.7% |
| 30D | +4.7% | -1.7% | +6.4% | +4.9% |
| 3M | +7.8% | +3.6% | +4.2% | +7.2% |
| 6M | -11.0% | +16.6% | -27.6% | -13.3% |
| YTD | +4.0% | +13.4% | -9.4% | +1.7% |
| 1Y | +9.1% | +19.6% | -10.5% | +5.5% |
| 3Y | +52.3% | +99.8% | -47.5% | +24.1% |
| 5Y | +76.1% | +85.0% | -8.9% | +46.2% |
| All | +76.1% | +83.9% | -7.8% | +46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling