+73.1%
CME vs SPYG
+70.6%
+2.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | +2.7% | +4.2% | -1.5% | +2.2% |
| 30D | +13.5% | -7.4% | +20.9% | +14.4% |
| 3M | +20.9% | -5.3% | +26.2% | +21.5% |
| 6M | +11.5% | -1.2% | +12.7% | +11.3% |
| YTD | +19.5% | +9.0% | +10.5% | +17.3% |
| 1Y | +17.2% | +8.8% | +8.4% | +15.1% |
| 3Y | +65.1% | +92.8% | -27.6% | +35.8% |
| 5Y | +73.1% | +69.3% | +3.8% | +48.5% |
| All | +73.1% | +70.6% | +2.5% | +48.5% |
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