+6,781.2%
CME vs SPYG
+1,597.1%
+5,184.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | -0.2% |
| 7D | -1.6% | +0.4% | -1.9% | -1.9% |
| 30D | +6.2% | -0.4% | +6.7% | +6.5% |
| 3M | +10.4% | +0.5% | +9.9% | +8.8% |
| 6M | -9.5% | +17.5% | -27.0% | -22.4% |
| YTD | +6.0% | +14.3% | -8.3% | -7.4% |
| 1Y | +9.3% | +21.7% | -12.4% | -10.0% |
| 3Y | +57.7% | +98.6% | -41.0% | -22.2% |
| 5Y | +77.7% | +85.1% | -7.4% | -11.2% |
| 10Y | +281.2% | +412.0% | -130.8% | -41.9% |
| All | +6,781.2% | +1,597.1% | +5,184.1% | +230.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling